[R] determine the shrinkage threshold in PAMR?

From: luk <luk111111_at_yahoo.com>
Date: Wed 01 Jun 2005 - 19:15:08 EST

  1. According to the doc of PAMR, the shrinkage threshold is determined by cross-validation. Does this mean that user need not tune any parameter?
  2. I tried two applications using PAMR, the results are very disappointing. The attached are the cross-validation results. You can see that the classification errors are relatively high (0.2 at the best), in the case of two categories classification, the specificity is about 85%, but the sensitivity is only 55%.
  3. From the attched two graphs, we can see that the shrinkage threshold (varies from 0 to 2) has almost no effect on the classification error.

Could you suggest how to improve this? or Does this mean that this method is not suitable for these two applications?

Many thanks,


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