Introduction to the auxvecLASSO package1 years ago
Introduction | Dataset | Selecting Auxiliary Variables via LASSO | Variable selection using auxvecLASSO | Understanding the Output | Selected variables | By outcome | Selected lambdas | Penalty factors | Goodness-of-fit | Metrics | Coefficients at Lambda Min | Interaction metadata | Assessing Auxiliary Vector Calibration and Diagnostics | Choice of auxiliary vector to examine | Preparations | Calling the assessment function | Weight variation metrics | Register variable diagnostics | Survey variable diagnostics | Conclusion