On the relation between the shrinkage effect and a shrinkage method

被引：0
|
作者：
Vach, W [1 ]
机构：
[1] UNIV FREIBURG,INST MED BIOMETRY & MED INFORMAT,D-79104 FREIBURG,GERMANY
来源：
COMPUTATIONAL STATISTICS | 1997年 / 12卷 / 02期
关键词：
generalized linear models; prediction; shrinkage effect; shrinkage methods; prognostic index; risk groups;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In a recent paper van Houwelingen and le Cessie (1990) consider the shrinkage effect as well as a shrinkage method. We investigate the shrinkage effect in more detail and show that the proposed shrinkage method is tailored to remove the shrinkage effect. This appears to be not a good advice to improve predictors. However, it can be useful in predicting the future behaviour of risk groups defined by categorizing a predictor.
引用
收藏
页码：279 / 292
页数：14
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