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WALS

Weighted-Average Least Squares Model Averaging

Implements Weighted-Average Least Squares model averaging for negative binomial regression models of Huynh (2024) <doi:10.48550/arXiv.2404.11324>, generalized linear models of De Luca, Magnus, Peracchi (2018) <doi:10.1016/j.jeconom.2017.12.007> and linear regression models of Magnus, Powell, Pruefer (2010) <doi:10.1016/j.jeconom.2009.07.004>, see also Magnus, De Luca (2016) <doi:10.1111/joes.12094>. Weighted-Average Least Squares for the linear regression model is based on the original 'MATLAB' code by Magnus and De Luca <https://www.janmagnus.nl/items/WALS.pdf>, see also Kumar, Magnus (2013) <doi:10.1007/s13571-013-0060-9> and De Luca, Magnus (2011) <doi:10.1177/1536867X1201100402>.

Versions across snapshots

VersionRepositoryFileSize
0.2.6 rolling linux/jammy R-4.5 WALS_0.2.6.tar.gz 342.1 KiB
0.2.6 rolling linux/noble R-4.5 WALS_0.2.6.tar.gz 341.6 KiB
0.2.6 rolling source/ R- WALS_0.2.6.tar.gz 232.3 KiB
0.2.6 latest linux/jammy R-4.5 WALS_0.2.6.tar.gz 342.1 KiB
0.2.6 latest linux/noble R-4.5 WALS_0.2.6.tar.gz 341.6 KiB
0.2.6 latest source/ R- WALS_0.2.6.tar.gz 232.3 KiB
0.2.6 2026-04-26 source/ R- WALS_0.2.6.tar.gz 232.3 KiB
0.2.6 2026-04-23 source/ R- WALS_0.2.6.tar.gz 232.3 KiB
0.2.6 2026-04-09 windows/windows R-4.5 WALS_0.2.6.zip 343.2 KiB
0.2.5 2025-04-20 source/ R- WALS_0.2.5.tar.gz 233.3 KiB

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