The predictive value of a statistical model can often be improved by applying shrinkage methods. This can be achieved, e.g., by regularized regression or empirical Bayes approaches. Various types of shrinkage factors can also be estimated after a maximum likelihood. While global shrinkage modifies all regression coefficients by the same factor, parameterwise shrinkage factors differ between regression coefficients. With variables which are either highly correlated or associated with regard to contents, such as several columns of a design matrix describing a nonlinear effect, parameterwise shrinkage factors are not interpretable and a compromise between global and parameterwise shrinkage, termed 'joint shrinkage', is a useful extension. A computational shortcut to resamplingbased shrinkage factor estimation based on DFBETA residuals can be applied. Global, parameterwise and joint shrinkage for models fitted by lm(), glm(), coxph(), or mfp() is available.
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Author  Daniela Dunkler [aut, cre], Georg Heinze [aut] 
Date of publication  20160309 15:21:00 
Maintainer  Daniela Dunkler <daniela.dunkler@meduniwien.ac.at> 
License  GPL2 
Version  1.2.1 
Package repository  View on CRAN 
Installation  Install the latest version of this package by entering the following in R:

Package overview 
JSS Example Code" 
Functions  

GBSG  Man page 
coef.shrink  Man page Source code 
deepvein  Man page 
isrcs  Man page Source code 
predict.shrink  Man page Source code 
print.shrink  Man page Source code 
shrink  Man page Source code 
shrinkpackage  Man page 
shrink.coxph  Man page Source code 
shrink.glm  Man page Source code 
shrink.lm  Man page Source code 
summary.shrink  Man page Source code 
vcov.shrink  Man page Source code 
Files  

inst
 
inst/CITATION
 
inst/NEWS.Rd
 
inst/doc
 
inst/doc/JSSexample.Rmd  
inst/doc/JSSexample.html
 
inst/doc/JSSexample.R  
NAMESPACE
 
data
 
data/GBSG.rda
 
data/deepvein.rda
 
R
 
R/shrink.glm.R  
R/deepvein.R  
R/coef.shrink.R  
R/GBSG.R  
R/shrink.lm.R  
R/shrink.coxph.R  
R/utility.R  
R/print.shrink.R  
R/summary.shrink.R  
R/predict.shrink.R  
R/shrink.R  
R/vcov.shrink.R  
R/zzz.R  
vignettes
 
vignettes/JSSexample.Rmd  
MD5
 
build
 
build/vignette.rds
 
DESCRIPTION
 
man
 
man/vcov.shrink.Rd  
man/deepvein.Rd  
man/print.shrink.Rd  
man/shrink.Rd  
man/coef.shrink.Rd  
man/shrink.coxph.Rd  
man/shrinkpackage.Rd  
man/shrink.lm.Rd  
man/shrink.glm.Rd  
man/summary.shrink.Rd  
man/GBSG.Rd  
man/predict.shrink.Rd  
man/isrcs.Rd 
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