Penalized Regression with Second-Generation P-Values
coef.sgpv: Extract coefficients from the model fit
gen.sim.data: Generate simulation data
get.candidate: Get candidate set
get.coef: Get coefficients at each lambda
get.var: Get indices
gvif: Get GVIF for each variable
plot.sgpv: Plot variable selection results
predict.sgpv: Prediction using the fitted model
print.sgpv: Print variable selection results
pro.sgpv function
Spine data
summary.sgpv: Summary of the final model
Tehran housing data
Implementation of penalized regression with second-generation p-values for variable selection. The algorithm can handle linear regression, GLM, and Cox regression. S3 methods print(), summary(), coef(), predict(), and plot() are available for the algorithm. Technical details can be found at Zuo et al. (2021) <doi:10.1080/00031305.2021.1946150>.