polywog (Q19165)
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Bootstrapped Basis Regression with Oracle Model Selection
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | polywog |
Bootstrapped Basis Regression with Oracle Model Selection |
Statements
expanded from: GPL (≥ 2) (English)
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13 May 2025
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Routines for flexible functional form estimation via basis regression, with model selection via the adaptive LASSO or SCAD to prevent overfitting.
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Curtis S. Signorino
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