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RXshrink (version 1.7)

Maximum Likelihood Shrinkage using Generalized Ridge or Least Angle Regression Methods

Description

Functions are provided to calculate and display ridge TRACE diagnostics for a wide variety of alternative shrinkage Paths. While all methods focus on Maximum Likelihood estimation of unknown true effects under Normal-distribution theory, some estimates are modified to be Unbiased or to have "Correct Range" when estimating either [1] the noncentrality of the F-ratio for testing that true Beta coefficients are Zeros or [2] the "relative" MSE Risk (i.e. MSE divided by true sigma-square, where the "relative" variance of OLS is known.) The unr.ridge() function implements the "Unrestricted Path" introduced in Obenchain (2020) . This "new" p-parameter Shrinkage-Path and that of eff.ridge() are both more efficient than the Paths used by qm.ridge(), aug.lars() and uc.lars(). Functions eff.aug() and eff.biv() augment the calculations made by eff.ridge() to provide plots of the bivariate confidence ellipses corresponding to any of the p*(p-1) possible pairs of shrunken regression coefficients.

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Version

Install

install.packages('RXshrink')

Monthly Downloads

328

Version

1.7

License

GPL-2

Maintainer

Bob Obenchain

Last Published

February 4th, 2021

Functions in RXshrink (1.7)

MLhist

Plot method for MLboot objects
RXpredict

Predictions from Models fit using RXshrink Generalized Ridge Estimation Methods.
RXshrink-package

Maximum Likelihood (ML) Shrinkage using Generalized Ridge or Least Angle Regression Methods
meff

m-Extents of Shrinkage used in eff.ridge() Calculations.
mofk

m-Extents of Shrinkage used in unr.ridge() Calculations.
YonX

Maximum Likelihood (ML) Shrinkage in Simple Linear Regression
MLboot

Calculate Bootstrap distribution of Unrestricted Maximum Likelihood (ML) point-estimates for a Linear Model.
mpg

Hocking(1976) Miles Per Gallon data and Multiple Regression Benchmark
MLtrue

Simulate data for Linear Models with known Parameter values and Normal Errors
eff.biv

Specify pairs of GRR Coefficient Estimates for display in Bivariate Confidence Regions
aug.lars

Maximum Likelihood Estimation of Effects in Least Angle Regression
MLcalc

Calculate Unrestricted Maximum Likelihood (ML) point-estimates for a Linear Model that are either Unbiased (OLS) or nearly Optimally Biased under Normal-distribution theory.
plot.RXpredict

Plot method for RXpredict objects
kofm

k-Multipliers and delta-Factors for unr.ridge() Shrinkage.
plot.eff.biv

Plot method for eff.biv objects
longley2

Art Hoerl's update of the infamous Longley(1967) benchmark dataset
eff.ridge

Efficient Maximum Likelihood (ML) Shrinkage via Shortest Piecewise Linear-Spline PATH
plot.YonX

Plot method for YonX objects
plot.eff.ridge

Plot method for eff.ridge objects
plot.aug.lars

Plot method for aug.lars objects
plot.qm.ridge

Plot method for qm.ridge objects
uc.lars

Maximum Likelihood Least Angle Regression on Uncorrelated X-Components
unr.ridge

Unrestricted Maximum Likelihood (ML) Shrinkage using a Piecewise Linear-Spline PATH
plot.uc.lars

Plot method for uc.lars objects
tycobb

Ty Cobb batting statistics for 1905--1928 with Carl Morris' 2-piece Spline term.
eff.aug

Augment calculations performed by eff.ridge() to prepare for display of eliptical confidence regions for pairs of biased coefficient estimates using plot.eff.biv()
correct.signs

Normal-Theory Maximum Likelihood Estimation of Beta Coefficients with "Correct" Signs
haldport

Portland Cement benchmark of Hald(1952)
plot.unr.ridge

Plot method for unr.ridge objects
RXshrink-internal

Internal RXshrink functions
qm.ridge

Restricted (2-parameter) Maximum Likelihood Shrinkage in Regression