Package: shrink
Type: Package
Title: Global, Parameterwise, and Joint Post-Estimation Shrinkage
Version: 1.1
Date: 2013-10-21
Author: Daniela Dunkler, Georg Heinze
Maintainer: Daniela Dunkler <daniela.dunkler@meduniwien.ac.at>
Description: Post-estimation shrinkage of regression coefficients in statistical modeling can be
 used to correct for the overestimation of regression coefficients caused by variable selection.
 While global shrinkage modifies all regression coefficients by the same factor, parameterwise
 shrinkage factors differ between regression coefficients. With highly correlated or semantically
 related variables, 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 is applied.
 Global, parameterwise, and joint shrinkage for models fitted by lm, glm, coxph, or mfp is
 available.
Suggests: survival, mfp, rms, MASS
License: GPL-2
Packaged: 2013-10-21 16:58:39 UTC; Dani
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2013-10-21 19:46:47