Visually comparing shrinkage and LS estimates
This function creates a plot (using qplot()
) where the shrinkage estimate appears on the horizontal axis and the LS estimate appears on the vertical axis.
compare_eb_ls(eb, ols, identify = FALSE, silent = TRUE, ...)
eb
: a matrix of random effectsols
: a matrix of the OLS estimates found using random_ls_coef
identify
: the percentage of points to identify as unusual, FALSE
if you do not want the points identified.silent
: logical: should the list of data frames used to make the plots be suppressed....
: other arguments to be passed to qplot()
wages.fm1 <- lme4::lmer(lnw ~ exper + (exper | id), data = wages) wages.sepLM <- adjust_lmList(lnw ~ exper | id, data = wages) rancoef.eb <- coef(wages.fm1)$id rancoef.ols <- coef(wages.sepLM) compare_eb_ls(eb = rancoef.eb, ols = rancoef.ols, identify = 0.01)
Adam Loy loyad01@gmail.com