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WALS (version 0.2.6)

Weighted-Average Least Squares Model Averaging

Description

Implements Weighted-Average Least Squares model averaging for negative binomial regression models of Huynh (2024) , generalized linear models of De Luca, Magnus, Peracchi (2018) and linear regression models of Magnus, Powell, Pruefer (2010) , see also Magnus, De Luca (2016) . Weighted-Average Least Squares for the linear regression model is based on the original 'MATLAB' code by Magnus and De Luca , see also Kumar, Magnus (2013) and De Luca, Magnus (2011) .

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Install

install.packages('WALS')

Monthly Downloads

126

Version

0.2.6

License

GPL-2 | GPL-3

Issues

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Repository

https://github.com/kevhuy/WALS

Maintainer

Kevin Huynh

Last Published

July 13th, 2025

Functions in WALS (0.2.6)

Internal function: Laplace density

Internal function: Fits a NB2 regression via maximum likelihood with log-link for mean and dispersion parameter.

Methods for wals and walsMatrix Objects

predict.walsGLM

Methods for walsGLM, walsGLMmatrix, walsNB and walsNBmatrix Objects

Family Objects for Prior Distributions in WALS

Internal function: Uses SVD components to compute final estimate via Sherman-Morrison-Woodbury formula.

semiorthogonalize

Internal function: Semiorthogonal-type transformation of X2 to Z2

Internal methods: Predict probability for counts

Weighted Average Least Squares for Generalized Linear Models

walsGLMfitIterate

Iteratively fitting walsGLM, internal function for walsGLM.formula and walsGLM.matrix.

Fitter function for Weighted Average Least Squares estimation of GLMs

Calculate Variance-Covariance Matrix for a "walsNB" object

Fitter function for Weighted Average Least Squares estimation

Internal function: first derivatives of NB2 PMF

Weighted-Average Least Squares for linear regression models

Fitter function for Weighted Average Least Squares estimation of NB2 regression model

Weighted-Average Least Squares for Negative Binomial Regression

walsNBfitIterate

Iteratively fitting walsNB, internal function for walsNB.formula and walsNB.matrix.

Internal function: Computes fully restricted one-step ML estimator for transformed regressors in walsNB

computeGammaUnSVD

Internal function: Computes unrestricted one-step ML estimator for transformed regressors in walsNB

Control function for initial NB fit

computePosterior

Internal function: Compute posterior mean and variance of normal location problem

Determinants of Economic Growth

checkSingularitySVD

Internal function: Check singularity of SVDed matrix

Internal function: Computes X2M1X2 for walsNB when SVD is applied to Z1

Internal function: Compute model-averaged estimator of focus regressors in walsNB

Control function for initial GLM fit

Internal function: double (reflected) Weibull density

Internal function: Subbotin density

Extended Family Objects for Models

negativeBinomial

Negative binomial family

Internal function: Transform gammas back to betas

Determinants of Economic Growth