hdme

MaRDI QIDQ7388064CRANFDO

Authors Øystein Sørensen

Last update 16 May 2023

Copyright license GNU General Public License, version 3.0

Software version identifier PACKAGES.rds, 0.1.0, 0.1.1, 0.2.0, 0.2.1, 0.2.2, 0.2.3, 0.3.1, 0.3.2, 0.3.3, 0.3.4, 0.4.0, 0.5.0, 0.5.1, 0.6.0

Description

Penalized regression for generalized linear models for measurement error problems (aka. errors-in-variables). The package contains a version of the lasso (L1-penalization) which corrects for measurement error (Sorensen et al. (2015) <doi:10.5705/ss.2013.180>). It also contains an implementation of the Generalized Matrix Uncertainty Selector, which is a version the (Generalized) Dantzig Selector for the case of measurement error (Sorensen et al. (2018) <doi:10.1080/10618600.2018.1425626>).

Cites work

• Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error
• Measurement error in Lasso: impact and likelihood bias correction

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