Package: miselect 0.9.2
Michael Kleinsasser
miselect: Variable Selection for Multiply Imputed Data
Penalized regression methods, such as lasso and elastic net, are used in many biomedical applications when simultaneous regression coefficient estimation and variable selection is desired. However, missing data complicates the implementation of these methods, particularly when missingness is handled using multiple imputation. Applying a variable selection algorithm on each imputed dataset will likely lead to different sets of selected predictors, making it difficult to ascertain a final active set without resorting to ad hoc combination rules. 'miselect' presents Stacked Adaptive Elastic Net (saenet) and Grouped Adaptive LASSO (galasso) for continuous and binary outcomes, developed by Du et al (2022) <doi:10.1080/10618600.2022.2035739>. They, by construction, force selection of the same variables across multiply imputed data. 'miselect' also provides cross validated variants of these methods.
Authors:
miselect_0.9.2.tar.gz
miselect_0.9.2.tar.gz(r-4.5-noble)miselect_0.9.2.tar.gz(r-4.4-noble)
miselect_0.9.2.tgz(r-4.4-emscripten)miselect_0.9.2.tgz(r-4.3-emscripten)
miselect.pdf |miselect.html✨
miselect/json (API)
NEWS
| # Install 'miselect' in R: |
| install.packages('miselect', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- miselect.df - Synthetic Example Data For "miselect"
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 7 months agofrom:70a62a58ac. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 02 2024 |
| R-4.5-linux | OK | Sep 02 2024 |
Exports:cv.galassocv.saenetgalassosaenet
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Extract Coefficients From a "cv.galasso" Object | coef.cv.galasso |
| Extract Coefficients From a "cv.saenet" Object | coef.cv.saenet |
| Extract Coefficients From a "galasso" Object | coef.galasso |
| Extract Coefficients From a "saenet" Object | coef.saenet |
| Cross Validated Multiple Imputation Grouped Adaptive LASSO | cv.galasso |
| Cross Validated Multiple Imputation Stacked Adaptive Elastic Net | cv.saenet |
| Multiple Imputation Grouped Adaptive LASSO | galasso |
| Synthetic Example Data For "miselect" | miselect.df |
| Print cv.galasso Objects | print.cv.galasso |
| Print cv.saenet Objects | print.cv.saenet |
| Multiple Imputation Stacked Adaptive Elastic Net | saenet |