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CRANflevrMaRDI QIDQ5979431

Flexible, Ensemble-Based Variable Selection with Potentially Missing Data

Brian D. Williamson

Last update: 30 November 2023

Software version identifier: 0.0.4

Copyright license: MIT license, File License

Description

Perform variable selection in settings with possibly missing data based on extrinsic (algorithm-specific) and intrinsic (population-level) variable importance. Uses a Super Learner ensemble to estimate the underlying prediction functions that give rise to estimates of variable importance. For more information about the methods, please see Williamson and Huang (2023+) <arXiv:2202.12989>.

Cites work

• Flexible variable selection in the presence of missing data