hdme

R package available from CRAN.

Penalized regression for generalized linear models for measurement error problems (aka. errors-in-variables). The package contains a version of the lasso (L1-penalization) which corrects for measurement error. It also contains an implementation of the Generalized Matrix Uncertainty Selector, which is a version the (Generalized) Dantzig Selector for the case of measurement error.

Øystein Sørensen
Professor of Biostatistics

My research interests include latent variable modeling, computational algorithms, and statistical software development.

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