SIMEXBoost

Implementation of the boosting procedure with the simulation and extrapolation approach to address variable selection and estimation for high-dimensional data subject to measurement error in predictors. It can be used to address generalized linear models (GLM) in Chen (2023) doi:10.1007/s11222-023-10209-3 and the accelerated failure time (AFT) model in Chen and Qiu (2023) doi:10.1111/biom.13898. Some relevant references include Chen and Yi (2021) doi:10.1111/biom.13331 and Hastie, Tibshirani, and Friedman (2008, ISBN:978-0387848570).