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mplot: An R Package for Graphical Model Stability and Variable Selection Procedures

delete2018-01-01
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OA
AI
G
Garth Tarr *
S
Samuel Müller
A
A. H. Welsh
DOI:10.18637/jss.v083.i09delete
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Abstract

Abstract

En 中文
The mplot package provides an easy to use implementation of model stability and variable inclusion plots (Muller andWelsh 2010; Murray, Heritier, and Muller 2013) as well as the adaptive fence (Jiang, Rao, Gu, and Nguyen 2008; Jiang, Nguyen, and Rao 2009) for linear and generalized linear models. We provide a number of innovations on the standard procedures and address many practical implementation issues including the addition of redundant variables, interactive visualizations and the approximation of logistic models with linear models. An option is provided that combines our bootstrap approach with glmnet for higher dimensional models. The plots and graphical user interface leverage state of the art web technologies to facilitate interaction with the results. The speed of implementation comes from the leaps package and cross-platform multicore support.
Keywords:
model selection
variable selection
linear models
mixed models
generalized linear models
fence
R

Journal

Journal of Statistical Software cover
Journal of Statistical Software
IF:
8.1
Papers:
622
Citations:
4.6W

Organization

A
Australian National University
Scholars:
2.1W
Papers: 2.3W
Citations: 3.9W
U
University of Sydney
Scholars:
6.5W
Papers: 6.2W
Citations: 90