mplot

an R package for graphical model stability and variable selection procedures

Garth Tarr, Samuel Müller, Alan H. Welsh

Research output: Contribution to journalArticle

6 Citations (Scopus)
28 Downloads (Pure)

Abstract

The mplot package provides an easy to use implementation of model stability and variable inclusion plots (Müller and Welsh 2010; Murray, Heritier, and Müller 2013) as well as the adaptive fence (Jiang, Rao, Gu, and Nguyen 2008; Jiang, Nguyen, and Rao 2009) for linear and generalized linear models. We provide a number of innovations on the standard procedures and address many practical implementation issues including the addition of redundant variables, interactive visualizations and the approximation of logistic models with linear models. An option is provided that combines our bootstrap approach with glmnet for higher dimensional models. The plots and graphical user interface leverage state of the art web technologies to facilitate interaction with the results. The speed of implementation comes from the leaps package and cross-platform multicore support.

Original languageEnglish
Pages (from-to)1-28
Number of pages28
JournalJournal of Statistical Software
Volume83
Issue number9
DOIs
Publication statusPublished - Feb 2018
Externally publishedYes

Bibliographical note

Copyright the Author(s). Version archived for private and non-commercial use with the permission of the author/s and according to publisher conditions. For further rights please contact the publisher.

Keywords

  • model selection
  • variable selection
  • linear models
  • mixed models
  • generalized linear models
  • fence
  • R.

Fingerprint Dive into the research topics of 'mplot: an R package for graphical model stability and variable selection procedures'. Together they form a unique fingerprint.

Cite this