auxvecLASSO

MaRDI QIDQ7383642CRANFDO

Authors Gustaf Andersson

Last update 28 August 2025

Copyright license MIT license, File License

Software version identifier 0.2.0

Description

Provides tools for assessing and selecting auxiliary variables using LASSO. The package includes functions for variable selection and diagnostics, facilitating survey calibration analysis with emphasis on robust auxiliary vector selection. For more details see Tibshirani (1996) <doi:10.1111/j.2517-6161.1996.tb02080.x> and Caughrey and Hartman (2017) <doi:10.2139/ssrn.3494436>.

Cites work

• Regression Shrinkage and Selection Via the Lasso
• Target Selection as Variable Selection: Using the Lasso to Select Auxiliary Vectors for the Construction of Survey Weights

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