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r_test / packages / r-rxshrink 1.1

Identify and display TRACEs for a specified shrinkage path and determine the extent of shrinkage most likely, under normal distribution theory, to produce an optimal reduction in MSE Risk in estimates of regression (beta) coefficients. Alternative estimates are also provided when ill-conditioned (nearly multicollinear) models yield OLS estimates with "wrong" numerical signs.

Installers

  • noarch v1.1

conda install

To install this package run one of the following:
conda install r_test::r-rxshrink

Description


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