ml.shrink {apricom} | R Documentation |
Estimate a shrinkage factor for shrinkage-after-estimation techniques, with application to logistic regression models.
ml.shrink(b, dat)
b |
1 x |
dat |
a |
This function works together with bootval
, splitval
,
kcrossval
and loocval
to estimate a shrinkage factor. For further details,
see References. This function should not be used directly, and instead should
be called via one of the aforementioned shrinkage-after-estimation functions.
the function returns a single shrinkage factor
Currently, this function can only derive a single shrinkage factor for a given model, and is unable to estimate (weighted) predictor-specific shrinkage factors.
Harrell, F. E. "Regression modeling strategies: with applications to linear models, logistic regression, and survival analysis." Springer, (2001).
Steyerberg, E. W. "Clinical Prediction Models", Springer (2009)