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ASP Advantage 1993
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The Association of Shareware Professionals Advantage CD-ROM 1993.iso
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rxrg93
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intro.srx
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┌──────────────────────────────────────── Bob Obenchain, Ph.D.─────────┐
│ ╥───┐ ╖ ┌─ (tm) │
│ ║ │ ╙╖┌─┘ │
│ ╓─┐ ╓─┐ ╓── ─╥─ ╟─┬─┘ ╙┼╖ ╓─┐ ╖ ┌ ╓─┐ ╥─┐ ╥─┐ ╥ ┌ ┌ ╓─┐ ╥─┐ ╥─┐ │
│ ╙─┐ ║ │ ╟─ ║ ║ └┐ ┌─┘╙╖ ╙─┐ ╟─┤ ╟─┤ ╟┬┘ ╟─ ║ │ │ ╟─┤ ╟┬┘ ╟─ │
│ ╙─┘ ╙─┘ ╨ ╨ ╨ └ ─┘ ╙ ╙─┘ ╜ └ ╜ └ ╜└─ ╨─┘ ╙─┴─┘ ╜ └ ╜└─ ╨─┘ │
└─ 5261 Woodfield Drive North, Carmel, IN 46033, (317) 580-0144 voice ─┘
Welcome to the demonstration directory for the three softRX
shareware systems that perform
"shrinkage regression" computations
and draw interactive graphical displays of
"ridge traces" and "path projections."
Statisticians and economists use these methods to estimate
regression coefficients when predictor variables are
ill-conditioned (highly intercorrelated.)
*******************************************************************
Here in this demonstration directory, you will be able to test the
softRX shareware RXtraces.EXE and PathProj.EXE modules.
============ ============
A single numerical example is provided for this demonstration.
The 7 files with names of the form MPG0.* describe the shrinkage
path for Hoerl-Kennard "ordinary" ridge regression on a 4-variable
subset of Hocking's "gasoline mileage" data.
Unfortunately, you will NOT be able to run the RXridge.EXE system
from this read-only CD-ROM disk. ===========
REMEMBER: Press the SpaceBar of function key F1 to get HELP on how
to "interactively annotate" CGA graphical displays!!!
*******************************************************************
The RXRG93.ZIP archive contains the complete softRX shareware
operating systems for RXridge, RXtraces, and PathProj...
RXridge provides a user-friendly text-mode Windows/Menus/Prompts
interface for normal-theory, maximum-likelihood "shrinkage
regression" computations (ridge/BLUP/Bayes/Stein) and interactive
CGA graphics TRACE displays. RXridge can now handle "exact"
(numerical) singularities as well as statistically ill-conditioned
datasets.
RXtraces makes interactive CGA graphics displays of 5 types of ridge
TRACES, including estimates of: regression coefficients, scaled mean
squared errors, excess (ols minus ridge) eigenvalues, inferior
direction cosines, and the overall shrinkage pattern. RXtraces is
ideal for ridge "training" applications in which students simply
review RXridge or RelaxR outputs across a spectrum of previously-
computed numerical examples.
PathProj makes interactive CGA graphics displays of the projection
of ridge shrinkage path statistics (regression coefficients and
inferior direction, regressor coordinates) onto any 2-dimensional
linear subspace (specified via orthogonal direction cosine vectors.)
Literally "watch" the inferior direction change as you step along
the ridge shrinkage path!
┌────────────────────────────────────────────────────────────────┐
│ softRX is a trademark of the Software Prescriptions company. │
│ "Personal computing treatments for data analysis infirmities." │
│ Copyright(c) 1985 by Bob Obenchain, Ph.D. │
│ ALL RIGHTS RESERVED │
└────────────────────────────────────────────────────────────────┘