[R] bootstrapping and penalizing regression
DAVID ARTETA GARCIA
darteta001 at ikasle.ehu.es
Tue Apr 15 10:56:14 CEST 2008
Dear list,
sorry for asking a more statistical question. I have been reading on
penalyzing estimates of regression and bootstrapping regression,
trying to include both or either in my analysis. But it is not clear
to me (mainly due to my non-statistics background) whether they aim to
do similar things in the case of regression, i.e. to get robust
estimates, or there is a completely different goal to applying them.
Reading and using "logistf" and "penalized" packages for penalization
and "boot" and "bootstrap" and John Fox´s append on bootstrapping, I
think penalization aims at the coefficients, but bootstrapping aims at
standard errors and CIs.
Can anyone tell me whether I am far from understanding both concepts?
Thanks in advance
David
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