JamesStein: James-Stein Shrunken Estimates
In SciencesPo: A Tool Set for Analyzing Political Behavior Data
Description
Usage
Arguments
Details
References
Description
Computes James-Stein shrunken estimates of cell means given
a response variable (which may be binary) and a grouping indicator.
Usage
1
2
3
JamesStein(x, tau2 = 1)
JamesStein(x, tau2 = 1)
Arguments
x
a vector, matrix, or array of numerics; the data.
tau2
a positive numeric. The variance, assumed known and defaults to 1.
# @param k the grouping factor.
...
extra parameters typically ignored.
Details
Missing values are by default removed.
References
Efron, Bradley and Morris, Carl (1977) “Stein's Paradox in Statistics.” Scientific American Vol. 236 (5): 119-127.
James, W., & Stein, C. (1961, June).
Estimation with
quadratic loss. In Proceedings of the fourth Berkeley symposium on
mathematical statistics and probability (Vol. 1, No. 1961, pp. 361-379).
SciencesPo documentation built on May 29, 2017, 9:28 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Details References
Description
Computes James-Stein shrunken estimates of cell means given a response variable (which may be binary) and a grouping indicator.
Usage
1 2 3 | JamesStein(x, tau2 = 1)
JamesStein(x, tau2 = 1)
|
Arguments
x |
a vector, matrix, or array of numerics; the data. |
tau2 |
a positive numeric. The variance, assumed known and defaults to 1. # @param k the grouping factor. |
... |
extra parameters typically ignored. |
Details
Missing values are by default removed.
References
Efron, Bradley and Morris, Carl (1977) “Stein's Paradox in Statistics.” Scientific American Vol. 236 (5): 119-127.
James, W., & Stein, C. (1961, June). Estimation with quadratic loss. In Proceedings of the fourth Berkeley symposium on mathematical statistics and probability (Vol. 1, No. 1961, pp. 361-379).
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.