polywog-package
(Package: polywog) :
Bootstrapped basis regression with oracle model selection
A package for flexible functional form estimation via bootstrapped basis regression with oracle model selection. This version of the software should be considered in beta. For bug reports and feature requests, please email Brenton Kenkel (brenton.kenkel@gmail.com) or file an issue at https://github.com/brentonk/polywog-package/issues.
● Data Source:
CranContrib
● Keywords:
● Alias: polywog-package
●
0 images
|
cv.polywog
(Package: polywog) :
Cross-validation of polynomial degree and penalization factor
k-fold cross-validation to select the polynomial degree and penalization factor for a polywog model.
● Data Source:
CranContrib
● Keywords:
● Alias: cv.polywog
●
0 images
|
summary.polywog
(Package: polywog) :
Summarize a fitted polywog model
Generates a "regression table" to summarize the fitted model, including coefficients along with their bootstrapped standard errors and confidence intervals. If the fitted model does not have a boot.matrix element, the output will contain NAs for the standard errors, and confidence intervals will not be displayed.
● Data Source:
CranContrib
● Keywords:
● Alias: summary.polywog
●
0 images
|
Extracts the model frame from a fitted polywog model, as model.frame.lm does for a fitted lm model.
● Data Source:
CranContrib
● Keywords:
● Alias: model.frame.polywog
●
0 images
|
Generates a table of the average marginal effects and quartiles (or other order statistics if requested) from a "margEff.polywog" object.
● Data Source:
CranContrib
● Keywords:
● Alias: summary.margEff.polywog
●
0 images
|
predict.polywog
(Package: polywog) :
Predict method for polywog objects
Generates fitted values, including bootstrap confidence intervals, for in- and out-of-sample data from a fitted polywog model.
● Data Source:
CranContrib
● Keywords:
● Alias: predict.polywog
●
0 images
|
bootPolywog
(Package: polywog) :
Bootstrap a fitted polywog model
Nonparametric bootstrap of the polywog regression procedure. Can be run on a fitted model of class "polywog", or within the original procedure via the boot argument. The function control.bp can be used to pass options to bootPolywog when bootstrapping within polywog.
● Data Source:
CranContrib
● Keywords:
● Alias: bootPolywog, control.bp
●
0 images
|
polywog
(Package: polywog) :
Polynomial regression with oracle variable selection
Fits a regression model using a polynomial basis expansion of the input variables, with penalization via the adaptive LASSO or SCAD to provide oracle variable selection.
● Data Source:
CranContrib
● Keywords:
● Alias: polywog
●
0 images
|
margEff.polywog
(Package: polywog) :
Marginal effects for polywog models
Computes average and observationwise marginal effects from a fitted polywog model.
● Data Source:
CranContrib
● Keywords:
● Alias: margEff.polywog
●
0 images
|
plot.polywog
(Package: polywog) :
Univariate and bivariate fitted value plots
Generates plots of the relationship between input variables and the expected value of the outcome, using predVals as a backend.
● Data Source:
CranContrib
● Keywords:
● Alias: plot.polywog
●
0 images
|
providing 
.