Performance data on 32 autos from Motor Trends magazine.

datasets

Functions are provided to calculate and display ridge TRACE diagnostics for
a variety of shrinkage Paths. TRACEs identify the m-Extent of shrinkage most likely,
under Normal-theory, to produce optimally biased estimates of beta-coefficients with
minimum MSE Risk. The unr.ridge() function implements the "Unrestricted Path"
introduced in Obenchain (2020) <arXiv:2005.14291>. This Shrinkage-Path is more
efficient than the Paths used by the qm.ridge(), aug.lars() and uc.lars() functions.
Optimally biased predictions can be made using RXpredict() for all six types of
RXshrink linear model estimation methods. Functions MLboot(), MLcalc(), MLhist() and
MLtrue() provide insights into the true bias and MSE risk characteristics of non-linear
Shrinkage estimators. Functions unr.aug() and unr.biv() augment the calculations made
by unr.ridge() to provide plots of the bivariate confidence ellipses corresponding to
any of the p*(p-1) possible pairs of shrunken regression coefficients. The correct.signs()
function provides estimates with "correct" numerical signs when ill-conditioned (nearly
multicollinear) models yield OLS estimates that disagree with the signs of the observed
correlations between the y-outcome and the selected x-predictor variables.

Bob Obenchain

RXshrink

Maximum Likelihood Shrinkage using Generalized Ridge or Least
Angle Regression Methods

mpg function

A data frame of 11 variables collected for 32 automobiles; no NAs.<dl class="dl-horizontal">
 <dt>cylnds</dt><dd>number of cylinders.</dd>
 <dt>cubins</dt><dd>cubic inches of engine displacement.</dd>
 <dt>hpower</dt><dd>engine horsepower.</dd>
 <dt>weight</dt><dd>total auto weight in pounds.</dd>
 <dt>mpg</dt><dd>miles per gallon.</dd>
 <dt>shape</dt><dd>engine shape (1=Straight, 0=V).</dd>
 <dt>transm</dt><dd>transmission type.</dd>
 <dt>speeds</dt><dd>number of forward speeds.</dd>
 <dt>carbs</dt><dd>number of carburetors.</dd>
 <dt>fratio</dt><dd>final drive rtaio.</dd>
 <dt>qmilt</dt><dd>quarter mile time.</dd>
 </dl>

Format

Hocking(1976) Miles Per Gallon benchmark dataset — mpg

A data frame of 11 variables collected for 32 automobiles; no NAs.<dl class='dl-horizontal'>
 <dt>cylnds</dt><dd>number of cylinders.</dd>
 <dt>cubins</dt><dd>cubic inches of engine displacement.</dd>
 <dt>hpower</dt><dd>engine horsepower.</dd>
 <dt>weight</dt><dd>total auto weight in pounds.</dd>
 <dt>mpg</dt><dd>miles per gallon.</dd>
 <dt>shape</dt><dd>engine shape (1=Straight, 0=V).</dd>
 <dt>transm</dt><dd>transmission type.</dd>
 <dt>speeds</dt><dd>number of forward speeds.</dd>
 <dt>carbs</dt><dd>number of carburetors.</dd>
 <dt>fratio</dt><dd>final drive rtaio.</dd>
 <dt>qmilt</dt><dd>quarter mile time.</dd>
 </dl>

mpg: Hocking(1976) Miles Per Gallon benchmark dataset

Description

Usage

Arguments

Format

References