This R package estimates the inflation and variance of the MLE from a high-dimensional binary regression model. The package supports two methods:
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High-dimensional theory (which provides an exact asymptotic distribution assuming the covariates are multivariate Gaussian or sub-Gaussian).
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Resized bootstrap methods (which approximates the MLE distribution but does not make distributional assumptions of the covariates)
- You can find the package vignette in the Github -> vignettes folder.
- You can read more about the theory of high dimensional logistic MLE, and the methods used in the package here.
- You can read more about the resized bootstrap method here.
You can install the package using
install.packages("devtools")
devtools::install_github("zq00/glmhd")To install with vignettes, please run
devtools::install_github("zq00/glmhd", build_vignettes = TRUE)Note that the vignette takes about 20 min to knit, so feel free to download the Rmarkdown file and run code line by line.
The source code is located at the Github -> R folder.
If you encounter error or would like to provide feedback, please use Github -> Issues to reach us. Thank you!