Models_gen

<p>a vector including the indexes of all predictors,
such as <code>1:p</code>.</p>

predictors

<p>This function generates a list including all subset models given a
vector of candidate predictors.</p>

Following the common types of measures of uncertainty for parameter estimation, two measures of uncertainty were proposed for model selection, see Liu, Li and Jiang (2020) <doi:10.1007/s11749-020-00737-9>. The first measure is a kind of model confidence set that relates to the variation of model selection, called Mac. The second measure focuses on error of model selection, called LogP. They are all computed via bootstrapping. This package provides functions to compute these two measures. Furthermore, a similar model confidence set adapted from Bayesian Model Averaging can also be computed using this package.

Yuanyuan Li

Models_gen: Generate all subset models

Description

Usage

Arguments

Value

See Also

Examples