debias-infer
Python and R Packges for Efficient Inference on High-Dimensional Linear Models With Missing Outcomes
Science Score: 23.0%
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Python and R Packges for Efficient Inference on High-Dimensional Linear Models With Missing Outcomes
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- Stars: 0
- Watchers: 2
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- Open Issues: 0
- Releases: 2
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README.md
Efficient Inference on High-Dimensional Linear Models With Missing Outcomes
This package implements the proposed debiasing method for conducting valid inference on the high-dimensional linear regression function with missing outcomes. We also document all the code for the simulations and real-world applications in our paper here.
- Free software: MIT license
- Python Package Documentation: https://debias-infer.readthedocs.io.
- You may also consider using our R package DebiasInfer, though the Python package will be computationally faster.
Installation guide
Debias-Infer requires Python 3.8+ (earlier version might be applicable), NumPy, SciPy, scikit-learn, CVXPY, statsmodels. To install the latest version of Debias-Infer from this repository, run:
python setup.py install
To pip install a stable release, run:
pip install Debias-Infer
References
[1] Y. Zhang, A. Giessing, Y.-C. Chen (2023+) Efficient Inference on High-Dimensional Linear Models with Missing Outcomes arXiv:2309.06429.
[2] T. Sun and C.-H. Zhang (2012). Scaled Sparse Linear Regression. Biometrika, 99, no.4: 879-898.
Owner
- Name: Yikun Zhang
- Login: zhangyk8
- Kind: user
- Location: Guangzhou, China / Seattle, USA
- Company: University of Washington, Seattle
- Repositories: 4
- Profile: https://github.com/zhangyk8
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- Total packages: 2
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Total downloads:
- pypi 28 last-month
- cran 191 last-month
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Total dependent packages: 0
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Total dependent repositories: 0
(may contain duplicates) - Total versions: 10
- Total maintainers: 2
pypi.org: debias-infer
Efficient Inference on High-Dimensional Linear Models With Missing Outcomes
- Homepage: https://github.com/zhangyk8/Debias-Infer
- Documentation: https://debias-infer.readthedocs.io/
- License: MIT License
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Latest release: 0.0.8
published over 2 years ago
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cran.r-project.org: DebiasInfer
Efficient Inference on High-Dimensional Linear Model with Missing Outcomes
- Homepage: https://github.com/zhangyk8/Debias-Infer/
- Documentation: http://cran.r-project.org/web/packages/DebiasInfer/DebiasInfer.pdf
- License: MIT + file LICENSE
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Latest release: 0.2
published over 2 years ago