Package: shrink
Type: Package
Title: Global, Parameterwise and Joint Post-Estimation Shrinkage
Version: 1.2.0
Date: 2014-10-02
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 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 (for 
 R <= 3.1.0) mfp is available.
Imports: survival, MASS, rms
License: GPL-2
Packaged: 2014-10-02 16:03:06 UTC; Dani
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-10-02 19:17:18