question about shinkage

From: 李梦瑶 Date: May 31, 2011 technical Source: mail-archive.com
Hi dear all, I have a question about shinkage. I read an article about shinkage (Radojka M. Savic and Mats O. Karlsson Importance of Shrinkage in Empirical Bayes Estimates for Diagnostics: Problems and Solutions 2009) and try to use shinkage to diagnose my model. An ETA-shinkage is negative in my result. According to the article, negative shinkage may occur in the situation where a parameter variance is fixed to a lower value than the true value or in rich data from a small number of subjects. I wonder that if the parameter variance is fixed, shinkage is 100% in my result. And if it is the data problem, why is the shinkage of this kind of data negative? Besides, I wonder that whether the negative shinkage indicate the model misspecification? How important is shinkage to diagnose a model? Is it more used to evaluate the relationship between the covariate and parameters or to choose a model? Thanks! Li Mengyao
May 31, 2011 李梦瑶 question about shinkage
May 31, 2011 Stephen Duffull RE: question about shinkage
May 31, 2011 Doug J. Eleveld RE: question about shinkage