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. In-Sample predictions can be made for all five-types of RXshrink linear regression model estimation.

Version: | 1.3.3 |

Depends: | R (≥ 3.5.0), lars |

Published: | 2020-04-26 |

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_1.3.3.tar.gz |

Windows binaries: | r-devel: RXshrink_1.3.3.zip, r-release: RXshrink_1.3.3.zip, r-oldrel: RXshrink_1.3.3.zip |

macOS binaries: | r-release: RXshrink_1.3.3.tgz, r-oldrel: RXshrink_1.3.3.tgz |

Old sources: | RXshrink archive |

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