hdme (Q7388064)
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High-Dimensional Regression with Measurement Error
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | hdme |
High-Dimensional Regression with Measurement Error |
Statements
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>).
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16 May 2023
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