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Options to estimate residual variance #31

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pbreheny opened this issue Aug 26, 2021 · 0 comments

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pbreheny commented Aug 26, 2021 •

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Currently, mfdr forces the use of RSS / Number Selected, but this isn't always a good estimate (especially for elastic net).

summary.cv.ncvreg() should include the output of summary.ncvreg() for specified model
Should allow user to specify variance estimate
Should allow user to choose between CV estimate and RSS / DF estimate if both are possible
summary.cv.ncvreg() should give option to select lambda

The text was updated successfully, but these errors were encountered:

pbreheny added this to the Version 3.14 milestone

pbreheny modified the milestones: Version 3.14, Version 3.15

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