RE: question about shinkage
Hi Li
I’m not aware of specific interpretations for negative shrinkage other than the
evaluation of the SD of the ETAs is greater than the estimate of the sqrt of
OMEGA for the same parameter. Since OMEGA itself is an estimate then ETA
shrinkage may occur due to either the EBEs being underdispersed, the estimate
of OMEGA being inflated or both and vice versa for negative ETA shrinkage.
You might imagine a situation in which you had intensive sampling per
individual and few individuals. In this setting you might expect the EBEs to
be well estimated and the ETA distribution to reflect an accurate empirical
value. It is also likely that your estimate of OMEGA may be biased and hence
positive or negative ETA shrinkage may occur as a function of the influence of
the design on your estimate of OMEGA.
I wouldn’t interpret the value as having overt qualities but rather consider it
as a guide.
Regards
Steve
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Quoted reply history
From: [email protected] [mailto:[email protected]] On
Behalf Of ???
Sent: Wednesday, 1 June 2011 2:34 a.m.
To: [email protected]
Subject: [NMusers] question about shinkage
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