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arXiv · 2109.03365

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

Prabrisha Rakshit·Zhenyu Wang·T. Tony Cai·Zijian Guo
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Abstract

We introduce the R package \CRANpkg{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 \CRANpkg{SIHR} through numerical examples and present real data applications to demonstrate the package's performance and practicality.

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Prabrisha Rakshit, Zhenyu Wang, T. Tony Cai, Zijian Guo. 2021-09-07. SIHR: Statistical Inference in High-Dimensional Linear and Logistic Regression Models. https://arxiv.org/abs/2109.03365

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