softRX Shrinkage Regression INDEX

This index lists each of our 15 current pages, outlines its contents, and allows you to jump directly to that page.

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Index: You are viewing my index page right now!
Frequently Asked Questions: Hey, I'm lost! This page answers some common questions.
Starting Page: This page provides links to the 5 main categories of softRX freeware pages.
Basic Shrinkage Concepts: This page describes fundamental shrinkage regression strategy and tactics.
Shape of the Shrinkage Path: This page provides information on how to pick a value for the shrinkage path Q-shape parameter.
Extent of Shrinkage: Guidance on where, along a given path, to stop shrinking.
Shrinkage Estimation Technical Details: Formulas ...including 2-parameter generalized ridge regression estimators.
The MSE Risk of Shrinkage: Example of a simulated risk profile for maximum likelihood shrinkage estimates.
Visual Re-Regression and Influence: Read about linked plots for visualizing influential observations (outliers and leverage.)
Shrinkage Regression References: The relevant statistical literature is extensive...
XLisp-Stat Code/Example Archives: Select self-extracting archives and postscript documentation files for DOWNLOAD.
MS-DOS Stand Alone Systems: Select self-extracting archives of MS-DOS executables, documentation and examples for DOWNLOAD.
SAS/Splus/Stata/Gauss Archives: Select self-extracting archives of source code, documentation and examples for statistical matrix-languages for DOWNLOAD.
Electronic Publishing: View and/or print Adobe Acrobat Portable Document Format (*.PDF) files for my two most recent manuscripts as well as Chapters from my Book-in-Progress.
About the Author: Biographical information on Bob Obenchain.

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Shrinkage Regression | FAQ | Start |

Bob Obenchain
softRX freeware
ochain@lilly.com