We have followed this approach for all covariance matrices computed during our analysis and used a shrinkage estimate instead of the pure sample covariance matrix: Σ*=λΣ˜+1-λΣ,(2) with Σ being the sample covariance matrix, Σ˜ the sample covariance of a sub-model, and λ ∈ [0, 1] denotes the shrinkage intensity.
![[This page as RDF]](http://data.gesis.org/somesci/static/rdf-icon.gif){kind=icon}