matherealize / LassoSI

Example code for simulation study comparing methods for Lasso selective inference

Simulation study comparing methods for Lasso selective inference

This repository provides example code to create simulated datasets and pre-process the real-world dataset used in:

Kammer M, Dunkler D, Michiels S, Heinze G. Evaluating methods for Lasso selective inference in biomedical research by a comparative simulation study. (Pre-print version available at https://arxiv.org/abs/2005.07484)

Usage

Each file provides standalone code which can be sourced to play around with the simulation designs or obtain the dataset used in the real-world example.

Contents

• Realistic_Setup_Demo.R: code for the realistic simulation setup.
• Toy_Setup_Demo.R: code for the toy simulation setup.
• Bodyfat_Demo.R: code for processing the dataset for the real data example.

Prerequisites

The code uses the statistical software R (>= 4.0) and the simdata (>= 0.3.0.9000) package available here.