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miselect  

Variable Selection for Multiply Imputed Data
View on CRAN: Click here


Download and install miselect package within the R console
Install from CRAN:
install.packages("miselect")

Install from Github:
library("remotes")
install_github("cran/miselect")

Install by package version:
library("remotes")
install_version("miselect", "0.9.2")



Attach the package and use:
library("miselect")
Maintained by
Michael Kleinsasser
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-03-31
Latest Update: 2024-03-05
Description:
Penalized regression methods, such as lasso and elastic net, are used in many biomedical applications when simultaneous regression coefficient estimation and variable selection is desired. However, missing data complicates the implementation of these methods, particularly when missingness is handled using multiple imputation. Applying a variable selection algorithm on each imputed dataset will likely lead to different sets of selected predictors, making it difficult to ascertain a final active set without resorting to ad hoc combination rules. 'miselect' presents Stacked Adaptive Elastic Net (saenet) and Grouped Adaptive LASSO (galasso) for continuous and binary outcomes, developed by Du et al (2022) . They, by construction, force selection of the same variables across multiply imputed data. 'miselect' also provides cross validated variants of these methods.
How to cite:
Michael Kleinsasser (2020). miselect: Variable Selection for Multiply Imputed Data. R package version 0.9.2, https://cran.r-project.org/web/packages/miselect. Accessed 22 Sep. 2026.
Previous versions and publish date:
(2026-07-09 06:30), 0.9.0 (2020-03-31 12:00)
Other packages that cited miselect R package
View miselect citation profile
Other R packages that miselect depends, imports, suggests or enhances
Complete documentation for miselect
Functions, R codes and Examples using the miselect R package
Some associated functions: coef.cv.galasso . coef.cv.saenet . coef.galasso . coef.saenet . cv.galasso . cv.saenet . galasso . miselect.df . print.cv.galasso . print.cv.saenet . saenet . 
Some associated R codes: coef.R . cv.galasso.R . cv.saenet.R . data.R . galasso.R . saenet.R . util.R .  Full miselect package functions and examples
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