BS_adalasso_refit Function to conduct residual bootstrap and adaptive lasso selection method. It generate bootstrap_rep
different bootstrap samples through risidual bootstrap and obtain bootstrap models and estimates.
BS_adalasso_refit.Rd
BS_adalasso_refit
Function to conduct residual bootstrap and adaptive lasso selection method.
It generate bootstrap_rep
different
bootstrap samples through risidual bootstrap and obtain bootstrap models and estimates.
Usage
BS_adalasso_refit(
x,
y,
intercept = FALSE,
family = "gaussian",
standardize = FALSE,
refit = TRUE,
parallel = FALSE,
bootstrap_rep = 1000,
...
)
Arguments
- x
The input matrix with dimensions (nobs) and (nvars). It has n rows (obs), and p columns (number of covariates).
- y
Response variable. Now,
SSCI
only supportsfamily="gaussian"
with continuous responesy
.- intercept
Should intercept(s) be fitted (default=TRUE) or set to zero (FALSE).
- family
Response type. Either a character string representing one of the built-in families, or else a glm() family object.
- standardize
logical argument. Should conduct standardization before the estimation.
- refit
logical. Should conduct a selection + refitting procedure?
TRUE
, the default, asks the algorithm to conduct the refitting after variable selection.- parallel
Should parallel
foreach
(default=FALSE) be used to conduct bootstrapping? IfTRUE
, the parallel backend must be registered beforehand, such asdoParallel
or others.- bootstrap_rep
bootstrap times.
- ...
Additional optional arguments.