PoSIAdjRSquared: Post-Selection Inference for Adjusted R Squared

Conduct post-selection inference for regression coefficients in linear models after they have been selected by adjusted R squared. The p-values and confidence intervals are valid after model selection with the same data. This allows the user to use all data for both model selection and inference without losing control over the type I error rate. The provided tests are more powerful than data splitting, which bases inference on less data since it discards all information used for selection.

Version:	0.0.0.1
Imports:	lmf, stats, utils, VGAM
Published:	2024-08-26
DOI:	10.32614/CRAN.package.PoSIAdjRSquared
Author:	Sarah Pirenne [aut, cre], Gerda Claeskens [aut]
Maintainer:	Sarah Pirenne <sarah.pirenne at kuleuven.be>
License:	MIT + file LICENSE
NeedsCompilation:	no
Materials:	README
CRAN checks:	PoSIAdjRSquared results

Documentation:

Reference manual:

PoSIAdjRSquared.pdf

Downloads:

Package source:	PoSIAdjRSquared_0.0.0.1.tar.gz
Windows binaries:	r-devel: PoSIAdjRSquared_0.0.0.1.zip, r-release: PoSIAdjRSquared_0.0.0.1.zip, r-oldrel: PoSIAdjRSquared_0.0.0.1.zip
macOS binaries:	r-release (arm64): PoSIAdjRSquared_0.0.0.1.tgz, r-oldrel (arm64): PoSIAdjRSquared_0.0.0.1.tgz, r-release (x86_64): PoSIAdjRSquared_0.0.0.1.tgz, r-oldrel (x86_64): PoSIAdjRSquared_0.0.0.1.tgz

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