select parameters for which you do not want shrinkage

biometrician / shrink

Global, Parameterwise and Joint Shrinkage Factor Estimation

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select parameters for which you do not want shrinkage #3

Open benvancalster opened 3 years ago

benvancalster commented 3 years ago

Is it possible to identify parameters that you do not want any shrinkage for?

biometrician commented 3 years ago

This is currently not implemented. One could use joint shrinkage factors and put everything - except the variables one does not want to shrink - into a group. What application do you have in mind?