hfr (Q80157)
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Estimate Hierarchical Feature Regression Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | hfr |
Estimate Hierarchical Feature Regression Models |
Statements
24 February 2024
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Provides functions for the estimation, plotting, predicting and cross-validation of hierarchical feature regression models as described in Pfitzinger (2024). Cluster Regularization via a Hierarchical Feature Regression. Journal of Econometrics and Statistics (in press). <doi:10.1016/j.ecosta.2024.01.003>.
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