mplot: An R Package for Graphical Model Stability and Variable Selection Procedures

TL;DR

The mplot R package offers advanced tools for assessing model stability and variable selection in linear and generalized linear models, featuring innovative visualizations, practical enhancements, and support for high-dimensional data.

Contribution

It introduces new features and improvements for stability and variable selection plots, including interactive visualizations and integration with glmnet for high-dimensional models.

Findings

Enhanced visualization and interaction capabilities.

Support for high-dimensional data with glmnet integration.

Practical solutions for model stability analysis.

Abstract

The mplot package provides an easy to use implementation of model stability and variable inclusion plots (M\"uller and Welsh 2010; Murray, Heritier, and M\"uller 2013) as well as the adaptive fence (Jiang, Rao, Gu, and Nguyen 2008; Jiang, Nguyen, and Rao 2009) for linear and generalised linear models. We provide a number of innovations on the standard procedures and address many practical implementation issues including the addition of redundant variables, interactive visualisations and approximating logistic models with linear models. An option is provided that combines our bootstrap approach with glmnet for higher dimensional models. The plots and graphical user interface leverage state of the art web technologies to facilitate interaction with the results. The speed of implementation comes from the leaps package and cross-platform multicore support.