shrink.glm: Global, Parameterwise and Joint Shrinkage of Regression...
In shrink: Global, Parameterwise and Joint Shrinkage Factor Estimation
shrink.glm R Documentation
Global, Parameterwise and Joint Shrinkage of Regression Coefficients for Fit Object's of Class glm.
Description
Internal function for shrink.
Usage
shrink.glm(fit, type, method, join, notes, postfit)
Arguments
fit
a fit object of class lm, glm, coxph, or mfp.
The fit object must have been called with x = TRUE (and
y = TRUE in case of class lm).
type
of shrinkage, either "parameterwise" (default), "global"
shrinkage, or "all".
method
of shrinkage estimation, either "jackknife" (based on
leave-one-out resampling, default) or "dfbeta" (excellent approximation
based on DFBETA residuals).
join
compute optional joint shrinkage factors for sets of specified columns
of the design matrix, if type = "parameterwise". See details.
notes
print notes. Default is TRUE.
postfit
obtain fit with shrunken regression coefficients. This option
is only available for models without an intercept. Default is TRUE.
Value
A list with the following elements:
ShrinkageFactors cdot[rmInt]
ShrinkageFactorsVCOV summary.glm(sfit)$cov.scaled
ShrunkenRegCoef shcoef
postfit pfit
shrink documentation built on Nov. 2, 2023, 6:05 p.m.
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| shrink.glm | R Documentation |
Global, Parameterwise and Joint Shrinkage of Regression Coefficients for Fit Object's of Class glm.
Description
Internal function for shrink.
Usage
shrink.glm(fit, type, method, join, notes, postfit)
Arguments
fit |
a fit object of class |
type |
of shrinkage, either |
method |
of shrinkage estimation, either |
join |
compute optional joint shrinkage factors for sets of specified columns
of the design matrix, if |
notes |
print notes. Default is TRUE. |
postfit |
obtain fit with shrunken regression coefficients. This option is only available for models without an intercept. Default is TRUE. |
Value
A list with the following elements:
| ShrinkageFactors | cdot[rmInt] |
| ShrinkageFactorsVCOV | summary.glm(sfit)$cov.scaled |
| ShrunkenRegCoef | shcoef |
| postfit | pfit |
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.
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