auxvecLASSO - LASSO Auxiliary Variable Selection and Auxiliary Vector
Diagnostics
Provides tools for assessing and selecting auxiliary
variables using LASSO. The package includes functions for
variable selection and diagnostics, facilitating survey
calibration analysis with emphasis on robust auxiliary vector
selection. For more details see Tibshirani (1996)
<doi:10.1111/j.2517-6161.1996.tb02080.x> and Caughrey and
Hartman (2017) <doi:10.2139/ssrn.3494436>.