Weighted-Average Least Squares Model Averaging

Implements Weighted-Average Least Squares model averaging for negative binomial regression models of Huynh (2024) , generalized linear models of De Luca, Magnus, Peracchi (2018) and linear regression models of Magnus, Powell, Pruefer (2010) , see also Magnus, De Luca (2016) . Weighted-Average Least Squares for the linear regression model is based on the original 'MATLAB' code by Magnus and De Luca < https://www.janmagnus.nl/items/WALS.pdf>, see also Kumar, Magnus (2013) and De Luca, Magnus (2011) .


Reference manual

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install.packages("WALS")

0.2.6 by Kevin Huynh, a year ago


https://github.com/kevhuy/WALS


Report a bug at https://github.com/kevhuy/WALS/issues


Browse source code at https://github.com/cran/WALS


Authors: Kevin Huynh [aut, cre]


Documentation:   PDF Manual  


GPL-2 | GPL-3 license


Imports Formula, MASS, methods, Rdpack, stats

Suggests AER, BayesVarSel, BMS, testthat


See at CRAN