ModelSelection
Model Selection for Julia.
How to save csv and results
model = ModelSelection.gsr(:ols, ...)
ModelSelection.save("result.jld", model) # Saves model
ModelSelection.save_csv("result.csv", model) # Saves csv
How to load results
model = ModelSelection.load("result.jld")
Credits
The ModelSelection module, was written primarily by Demian Panigo, Adán Mauri Ungaro, Nicolás Monzón and Valentín Mari. The ModelSelection.jl module was inpired by GSReg for Stata, written by Pablo Gluzmann and Demian Panigo.