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RegTools: A Julia Package for Assisting Regression Analysis
- Liang, Muzhou
- Advisor(s): Wu, Yingnian
Abstract
The RegTools package for Julia provides tools to select models, detect outliers and diagnose problems in regression models. The current tools include AIC, AICc and BIC based model selection methods, outlier detection methods and multicollinearity detection methods. This article briefly outlines the methodologies behind these techniques, and tests the functions by comparing with corresponding functions in R. The identical conclusions drawn from Julia and R prove the validity of RegTools.
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