partial shrinkage in logistic regression

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#1024

From: Frank Harrell
Date: Sat, 03 Jul 1993 01:31

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Does anyone know of a reference to a shrinkage method that allows
the analyst to shrink a subset of the coefficients?  The applicatioin
I have in mind is one in which a multi-level polytomous factor has
some low-frequency levels that I would like to impose James-Stein-type
shrinkage on to shrink them to the mean logit.  For continuous covariables
I want to get ordinary betas.

I am familiar to work by Copas and Van Houwelingen and Le Cessie
which allow overall shrinkage in logistic regression.

Thanks.  Please reply to the newgroup or to feh@biostat.mc.duke.edu
:
-- 
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Frank E Harrell Jr			feh@biostat.mc.duke.edu
Associate Professor of Biostatistics
Division of Biometry                    Duke University Medical Center

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From: feh@duke.edu (Frank Harrell)
Newsgroups: bit.listserv.stat-l
Subject: partial shrinkage in logistic regression
Keywords: shrinkage
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Date: 3 Jul 93 01:31:32 GMT
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