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SciencesPo (version 1.3.9)

james.stein: James-Stein shrunken estimates

Description

Computes James-Stein shrunken estimates of cell means given a response variable (which may be binary) and a grouping indicator.

Usage

james.stein(y, k)

Arguments

y
The response variable.
k
The grouping factor.

encoding

UTF-8

References

Efron, Bradley and Morris, Carl (1977) ``Stein's Paradox in Statistics.'' Scientific American Vol. 236 (5): 119-127.

James, Willard and Stein, Charles (1961) ``Estimation with Quadratic Loss.'' Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability, Vol. 1: 361-379.