Statistical Inference in High Dimensional Regression

Inference procedures in the high-dimensional setting for (1) linear functionals and quadratic functionals in linear regression ('Cai et al.' (2019) , 'Guo et al.' (2019) ), (2) linear functional in logistic regression ('Guo et al.' ), (3) individual treatment effects in linear and logistic regression.


Reference manual

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0.1.0 by Prabrisha Rakshit, 3 months ago

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Authors: Prabrisha Rakshit [aut, cre] , Tony Cai [aut] , Zijian Guo [aut]

Documentation:   PDF Manual  

GPL-3 license

Imports CVXR, Matrix, glmnet, Rdpack, scalreg, qpdf

Suggests knitr, rmarkdown, MASS

See at CRAN