Package: sealasso 0.1-3

sealasso: Standard Error Adjusted Adaptive Lasso

Standard error adjusted adaptive lasso (SEA-lasso) is a version of the adaptive lasso, which incorporates OLS standard error to the L1 penalty weight. This method is intended for variable selection under linear regression settings (n > p). This new weight assignment strategy is especially useful when the collinearity of the design matrix is a concern.

Authors:Wei Qian <[email protected]>