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pemultinom

L1-Penalized Multinomial Regression with Statistical Inference

We aim for fitting a multinomial regression model with Lasso penalty and doing statistical inference (calculating confidence intervals of coefficients and p-values for individual variables). It implements 1) the coordinate descent algorithm to fit an l1-penalized multinomial regression model (parameterized with a reference level); 2) the debiasing approach to obtain the inference results, which is described in "Tian, Y., Rusinek, H., Masurkar, A. V., & Feng, Y. (2024). L1‐Penalized Multinomial Regression: Estimation, Inference, and Prediction, With an Application to Risk Factor Identification for Different Dementia Subtypes. Statistics in Medicine, 43(30), 5711-5747."

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VersionRepositoryFileSize
0.1.1 rolling linux/jammy R-4.5 pemultinom_0.1.1.tar.gz 141.2 KiB
0.1.1 rolling linux/noble R-4.5 pemultinom_0.1.1.tar.gz 143.1 KiB
0.1.1 rolling source/ R- pemultinom_0.1.1.tar.gz 19.1 KiB
0.1.1 latest linux/jammy R-4.5 pemultinom_0.1.1.tar.gz 141.2 KiB
0.1.1 latest linux/noble R-4.5 pemultinom_0.1.1.tar.gz 143.1 KiB
0.1.1 latest source/ R- pemultinom_0.1.1.tar.gz 19.1 KiB
0.1.1 2026-04-26 source/ R- pemultinom_0.1.1.tar.gz 19.1 KiB
0.1.1 2026-04-23 source/ R- pemultinom_0.1.1.tar.gz 19.1 KiB
0.1.1 2026-04-09 windows/windows R-4.5 pemultinom_0.1.1.zip 462.6 KiB
0.1.1 2025-04-20 source/ R- pemultinom_0.1.1.tar.gz 19.1 KiB

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