Package: pemultinom 0.1.1

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, Y., Rusinek, H., Masurkar, A. V., & Feng, Y. (2024). L1‐Penalized Multinomial Regression: Estimation, Inference, and Prediction, With an Application to Risk Factor Identification for Different Dementia Subtypes. Statistics in Medicine, 43(30), 5711-5747."

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