LASSO Auxiliary Variable Selection and Auxiliary Vector Diagnostics

Provides tools for assessing and selecting auxiliary variables using LASSO. The package includes functions for variable selection and diagnostics, facilitating survey calibration analysis with emphasis on robust auxiliary vector selection. For more details see Tibshirani (1996) and Caughrey and Hartman (2017) .

auxvecLASSO

The goal of auxvecLASSO is to provide tools for assessing and selecting auxiliary variables using LASSO. The package includes functions for variable selection and diagnostics, facilitating survey calibration analysis with emphasis on robust auxiliary vector selection.

Installation

You can install the development version of auxvecLASSO from GitHub with:

# install.packages("pak")
pak::pak("gustafanderssons/auxvecLASSO-R-Package")