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StabilizedRegression (version 1.1)

Stabilizing Regression and Variable Selection

Description

Contains an implementation of 'StabilizedRegression', a regression framework for heterogeneous data introduced in Pfister et al. (2021) . The procedure uses averaging to estimate a regression of a set of predictors X on a response variable Y by enforcing stability with respect to a given environment variable. The resulting regression leads to a variable selection procedure which allows to distinguish between stable and unstable predictors. The package further implements a visualization technique which illustrates the trade-off between stability and predictiveness of individual predictors.

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Version

Install

install.packages('StabilizedRegression')

Monthly Downloads

172

Version

1.1

License

GPL-3

Maintainer

Niklas Pfister

Last Published

June 30th, 2022