eff.biv: Specify pairs of GRR Coefficient Estimates for display in...

In RXshrink: Maximum Likelihood Shrinkage using Generalized Ridge or Least Angle Regression

Specify pairs of GRR Coefficient Estimates for display in Bivariate Confidence Regions

Description

This function specifies which Pair of GRR estimates to display and the single (or dual) Confidence Level(s) of the Ellipse(s) displayed. Reguested confidence levels must both be equal to or greater than 0.05 and less than or equal to 0.95.

Usage

  eff.biv(efaug, x1 = 1, x2 = 2, conf1 = 0.95, conf2 = 0.50) 

Arguments

efaug	An output list object of class "eff.aug" for a GRR model with p >= 2 x-Variables.
x1	Integer index value >= 1 and <= p for the x-Coefficient to be displayed on the horizontal axis.
x2	Integer index value >= 1 and <= p for the x-Coefficient to be displayed on the vertical axis. Index x2 must differ from x1 to display a plot.
conf1	This first Confidence level must be >= 0.05 and <= 0.95 to display an Ellipse.
conf2	When the second Confidence level is >= 0.05 and <= 0.95, its Ellipse is displayed. No plot is displayed when both conf1 and conf2 are outside of the [0.05, 0.95] range.

Value

An output list object of class "eff.biv"...

p	Number of regression predictor variables.
LMobj	The lm() output object for the model fitted using eff.ridge().
bstar	The p by 3 matrix of shrunken GRR coefficients. The 3 columns correspond to OLS estimates, optimally shrunken estimates, and estimates shrunken to Zeros.
mcal	Three increasing measures of shrinkage m-Extent: 0 for OLS [BLUE], the Optimal m-Extent at the "Interior Knot" [PURPLE], and m = p [BLACK] at the Shrinkage Terminus.
ellip1	matrix[100, 2] of points on confidence ellipse 1.
conf1	confidence level of ellipse 1 within [0.05, 0.95].
ecor1	Pearson correlation between x1 and x2 coordinates.
ellip2	matrix[100, 2] of points on confidence ellipse 2.
conf2	confidence level of ellipse 2 within [0.05, 0.95].
ecor2	Pearson correlation between x1 and x2 coordinates.

Author(s)

Bob Obenchain <[e-mail]>

References

Obenchain RL. (1977) Classical F-tests and Confidence Regions for Ridge Regression. Technometrics 19, 429-439. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1080/00401706.1977.10489582")}

Obenchain RL. (2022) RXshrink_in_R.PDF RXshrink package vignette-like document, Version 2.1. http://localcontrolstatistics.org

Murdoch DJ. and Chow ED. (1996). A graphical display of large correlation matrices. The American Statistician 50, 178-180.

Murdoch DJ. ellipse: Functions for Drawing Ellipses and Ellipse-Like Confidence Regions. https://CRAN.R-project.org/package=ellipse

See Also

eff.aug, ellipse.lm, eff.ridge

RXshrink documentation built on Aug. 8, 2023, 1:09 a.m.