Wolfgang_Lederer@mckinsey.com
2003-Nov-20 14:26 UTC
[R] How to adjust the Intercept correctly when using ols() and validate().
Dear R-Help-List, i am using the ols() function to fit a model and use the validate() function to obtain the shrinking constant for the slope. But how can i get the correct shrinking constant for the Intercept? If i use the provided constant to adjust the intercept, i get a serious Bias. the code i use looks like this: f <- ols(formula , data = data, y=T, x=T) fv <- validate(f) ShrinkingGamma <- fv["Slope","index.corrected"] f$coefficients[2:(length(f$coefficients)-1)] <- f$coefficients[2:(length(f$coefficients)-1)] * ShrinkingGamma f$coefficients[1] <- (1-ShrinkingGamma) * mean(data[,1]) + f$coefficients[1] * (ShrinkingGamma) predict(f, newdata = data) Thanks for your help Wolfgang +---------------------------------------------------------+ This message may contain confidential and/or privileged information. If you are not the addressee or authorized to receive this for the addressee, you must not use, copy, disclose or take any action based on this message or any information herein. If you have received this message in error, please advise the sender immediately by reply e-mail and delete this message. Thank you for your cooperation. +---------------------------------------------------------+