Functions are provided to calculate and display ridge TRACEs for various shrinkage PATHS. They determine the m-Extent of shrinkage most likely, under Normal-distribution theory, to produce biased estimates of regression (beta) coefficients with minimum MSE Risk. An alternative function, correct.signs(), provides beta coefficient estimates when an ill-conditioned (nearly multicollinear) model yields OLS estimates with ("wrong") numerical signs that disagree with the signs of the observed correlations between the Y-outcome and the selected X-predictor variables.
| Version: | 1.3.1 |
| Depends: | lars |
| Published: | 2020-01-23 |
| Author: | Bob Obenchain |
| Maintainer: | Bob Obenchain <wizbob at att.net> |
| License: | GPL-2 |
| URL: | https://www.R-project.org , http://localcontrolstatistics.org |
| NeedsCompilation: | no |
| In views: | MachineLearning |
| CRAN checks: | RXshrink results |
| Reference manual: | RXshrink.pdf |
| Package source: | RXshrink_1.3.1.tar.gz |
| Windows binaries: | r-devel: RXshrink_1.3.1.zip, r-devel-gcc8: RXshrink_1.3.1.zip, r-release: RXshrink_1.3.1.zip, r-oldrel: RXshrink_1.3.1.zip |
| OS X binaries: | r-release: RXshrink_1.3.1.tgz, r-oldrel: RXshrink_1.3.1.tgz |
| Old sources: | RXshrink archive |
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