SIHR: Statistical Inference in High-Dimensional Linear and Logistic Regression Models

Rutgers, The State University of New Jersey

Rutgers, The State University of New Jersey

University of Pennsylvania

Rutgers, The State University of New Jersey

Abstract

We introduce the R package SIHR for statistical inference in high-dimensional generalized linear models with continuous and binary outcomes. The package provides functionalities for constructing confidence intervals and performing hypothesis tests for low-dimensional objectives in both one-sample and two-sample regression settings. We illustrate the usage of SIHR through simulated examples and present real data applications to demonstrate the package’s performance and practicality.

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