sparsereg-package: Sparse regression for experimental and observational data.
Description
Sparse modeling provides a mean selecting a small number of non-zero effects from a large possible number of candidate effects. This package includes a suite of methods for sparse modeling. Beyond regression analyses, applications include subgroup analysis, particularly for conjoint experiments, and panel data. Functionality for dichotomous and censored outcome (Types I and II tobit) is also included. Future plans involve extending the method to propensity score and instrumental variable methods.Details
ll{
Package: sparsereg
Type: Package
Version: 1.0
Date: 2015-03-20
License: GPL (>= 2)
}References
Ratkovic, Marc and Tingley, Dustin. 2015. "Sparse Estimation with Uncertainty: Subgroup Analysis in Large Dimensional Design." Working paper.