TPCselect (Q96605)
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Variable Selection via Threshold Partial Correlation
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TPCselect |
Variable Selection via Threshold Partial Correlation |
Statements
29 June 2023
0 references
A threshold partial correlation approach to selecting important variables in linear models of L. and others (2017) at <doi:10.5705/ss.202015.0473>, and in partial linear models of L. and others (2018) at <doi:10.1016/j.jmva.2018.06.005>. This package also extends the PC-simple algorithm of B. and others (2010) at <doi:10.1093/biomet/asq008> to partial linear models.
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