fit_model_q

Lightweight and robust wrapper around <code><a href="/link/lm.fit()?package=PosiR&version=0.1.2" data-mini-rdoc="PosiR::lm.fit()">lm.fit()</a></code> for use in bootstrap procedures.
Designed to handle possible rank-deficiency gracefully by returning NA-coefficients
for linearly dependent terms. Primarily used internally within <code>simultaneous_ci()</code>.

internal

Post-selection inference in linear regression models,
constructing simultaneous confidence intervals across a user-specified universe of models.
Implements the methodology described in Kuchibhotla, Kolassa, and Kuffner (2022) "Post-Selection Inference"
<doi:10.1146/annurev-statistics-100421-044639> to ensure valid inference after model
selection, with applications in high-dimensional settings like Lasso selection.

Henry Chukwuma

PosiR

Post-Selection Inference via Simultaneous Confidence Intervals

fit_model_q function

<dl><dt>X_full</dt>
<dd>Numeric matrix. Full design matrix including intercept if present.
Column names must be unique. Typically derived from <code>X</code> + intercept inside <code>simultaneous_ci()</code>.</dd>
<dt>y</dt>
<dd>Numeric vector. Response variable, same length as <code>nrow(X_full)</code>.</dd>
<dt>q_indices</dt>
<dd>Integer vector. Column indices (1-based) specifying the submodel to fit.</dd></dl>

Arguments

Lightweight and robust wrapper around <code><a href='https://rdrr.io/r/stats/lmfit.html'>lm.fit()</a></code> for use in bootstrap procedures.
Designed to handle possible rank-deficiency gracefully by returning NA-coefficients
for linearly dependent terms. Primarily used internally within <code>simultaneous_ci()</code>.

Fit OLS model using lm.fit (Internal Helper) — fit_model_q

<dl>

<dt>X_full</dt>
<dd>Numeric matrix. Full design matrix including intercept if present.
Column names must be unique. Typically derived from <code>X</code> + intercept inside <code>simultaneous_ci()</code>.</dd>


<dt>y</dt>
<dd>Numeric vector. Response variable, same length as <code>nrow(X_full)</code>.</dd>


<dt>q_indices</dt>
<dd>Integer vector. Column indices (1-based) specifying the submodel to fit.</dd>

</dl>

fit_model_q: Fit OLS model using lm.fit (Internal Helper)

Description

Usage

Value

Arguments