Bootstrapped Basis Regression with Oracle Model Selection
Bootstrap a fitted polywog model
Cross-validation of polynomial degree and penalization factor
Marginal effects for polywog models
Model frame of a polywog model
Model matrix of a polywog model
Plot marginal effects
Univariate and bivariate fitted value plots
Bootstrapped basis regression with oracle model selection
Polynomial regression with oracle variable selection
Predict method for polywog objects
Easy computation of fitted values
Summarize marginal effects
Summarize a fitted polywog model
Routines for flexible functional form estimation via basis regression, with model selection via the adaptive LASSO or SCAD to prevent overfitting.