Package: pemultinom 0.1.0

pemultinom: L1-Penalized Multinomial Regression with Statistical Inference

We aim for fitting a multinomial regression model with Lasso penalty and doing statistical inference (calculating confidence intervals of coefficients and p-values for individual variables). It implements 1) the coordinate descent algorithm to fit an l1-penalized multinomial regression model (parameterized with a reference level); 2) the debiasing approach to obtain the inference results, which is described in Tian et al. (2023) <arxiv:2302.02310>.

Authors:Ye Tian [aut, cre], Henry Rusinek [aut], Arjun V. Masurkar [aut], Yang Feng [aut]