SIHR: Statistical Inference in High-Dimensional Linear and Logistic Regression Models
Computation
2023-05-03 v3 Methodology
Other Statistics
Abstract
We introduce the R package \CRANpkg{SIHR} for statistical inference in high-dimensional generalized linear models with continuous and binary outcomes. The package provides functionalities for constructing confidence intervals and performing hypothesis tests for low-dimensional objectives in both one-sample and two-sample regression settings. We illustrate the usage of \CRANpkg{SIHR} through numerical examples and present real data applications to demonstrate the package's performance and practicality.
Keywords
Cite
@article{arxiv.2109.03365,
title = {SIHR: Statistical Inference in High-Dimensional Linear and Logistic Regression Models},
author = {Prabrisha Rakshit and Zhenyu Wang and T. Tony Cai and Zijian Guo},
journal= {arXiv preprint arXiv:2109.03365},
year = {2023}
}