Standard Error Adjusted Adaptive Lasso

Standard error adjusted adaptive lasso (SEA-lasso) is a version of the adaptive lasso, which incorporates OLS standard error to the L1 penalty weight. This method is intended for variable selection under linear regression settings (n > p). This new weight assignment strategy is especially useful when the collinearity of the design matrix is a concern.


Reference manual

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install.packages("sealasso")

0.1-3 by Wei Qian, 4 years ago


Browse source code at https://github.com/cran/sealasso


Authors: Wei Qian <[email protected]>


Documentation:   PDF Manual  


GPL (>= 2) license


Depends on lars


See at CRAN