I’m trying to build a score system as a predictive model for survival. I’ve read many articles that applied the shrinkage correction to allow for small amount of overfitting when building a score system.
I want to know how to calculate the ‘shrinkage factor’.
- Dowsett M, Sestak I, Regan MM, Dodson A, Viale G, Thurlimann B, et al. Integration of Clinical Variables for the Prediction of Late Distant Recurrence in Patients With Estrogen Receptor-Positive Breast Cancer Treated With 5 Years of Endocrine Therapy: CTS5. J Clin Oncol. 2018;36:1941-8.
- Cuzick J, Dowsett M, Pineda S, Wale C, Salter J, Quinn E, et al. Prognostic value of a combined estrogen receptor, progesterone receptor, Ki-67, and human epidermal growth factor receptor 2 immunohistochemical score and comparison with the Genomic Health recurrence score in early breast cancer. J Clin Oncol. 2011;29:4273-8.