An Accessory Function for Strategy Selection

Description

This function acts as a switchboard for various regression modelling strategy, and links these strategies to compare.

Usage

1
strategy(g, method, int, int.adj, model)

Arguments

g

a data matrix to which a modelling strategy will be applied.

method

a list containing the a regression modelling strategy name and strategy-specific parameter values.

int

logical. If int is TRUE an intercept will be included in the regression model.

int.adj

logical. If int.adj is TRUE the intercept will be re-estimated after shrinkage is applied to the regression coefficients.

model

the type of regression model. Either "linear" or "logistic".

Details

For further details, see compare.

Value

The object returned by strategy depends on the strategy selected in the call to compare. For example, if method[1] = "lsq", strategy will return a matrix of regression coefficients, whereas if method[1] = "boot", strategy will return a list containing values returned by bootval.

Note

This function is not designed to be called directly, but acts as a workhorse function for compare