[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


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