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, (4) single regression coefficient in binary outcome regression.


Reference manual

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0.2.0 by Prabrisha Rakshit, 4 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

Imported by MaximinInfer, hierbase.

See at CRAN