islasso (Q113946)
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The Induced Smoothed Lasso
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | islasso |
The Induced Smoothed Lasso |
Statements
23 January 2024
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An implementation of the induced smoothing (IS) idea to lasso regularization models to allow estimation and inference on the model coefficients (currently hypothesis testing only). Linear, logistic, Poisson and gamma regressions with several link functions are implemented. The algorithm is described in the original paper; see <doi:10.1177/0962280219842890> and discussed in a tutorial <doi:10.13140/RG.2.2.16360.11521>.
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expanded from: GPL (≥ 2) (English)
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