shrink: Global, Parameterwise and Joint Shrinkage Factor Estimation
Version 1.2.1

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 resampling-based 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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AuthorDaniela Dunkler [aut, cre], Georg Heinze [aut]
Date of publication2016-03-09 15:21:00
MaintainerDaniela Dunkler <daniela.dunkler@meduniwien.ac.at>
LicenseGPL-2
Version1.2.1
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("shrink")

Man pages

coef.shrink: Returns Shrunken Regression Coefficients from Objects of...
deepvein: Deep Vein Thrombosis Study
GBSG: German Breast Cancer Study Group
isrcs: Test if 'rcs' from the 'rms' Package was Used in the Fit.
predict.shrink: Predict Method for Objects of Class 'shrink'
print.shrink: Print Method for Objects of Class 'shrink'
shrink: Global, Parameterwise and Joint Shrinkage of Regression...
shrink.coxph: Global, Parameterwise and Joint Shrinkage of Regression...
shrink.glm: Global, Parameterwise and Joint Shrinkage of Regression...
shrink.lm: Global, Parameterwise and Joint Shrinkage of Regression...
shrink-package: Global, Parameterwise and Joint Shrinkage Factor Estimation
summary.shrink: Summary Method for Objects of Class 'shrink'
vcov.shrink: Calculate Variance-Covariance Matrix of Shrinkage Factors for...

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
shrink-package 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/shrink-package.Rd
man/shrink.lm.Rd
man/shrink.glm.Rd
man/summary.shrink.Rd
man/GBSG.Rd
man/predict.shrink.Rd
man/isrcs.Rd
shrink documentation built on May 19, 2017, 8:46 p.m.