Sample split procedure for stepwise regression

Runs multiple on models selection procedures using RBIC to achieve valid inferential results post-selection

Usage

sparseRBIC_sampsplit(srbic_fit, S = 100, quiet = FALSE)

Arguments

srbic_fit

An object fitted by sparseRBIC_step

S

Number of splitting iterations

quiet

Should the display of a progress bar be silenced?

Value

a list containing:

results

a tibble containing coefficients, p-values, selection pct

splits

a tibble of different split-based coefficients