Hope to ask a bit about uniform shrinkage factor in updating the coefficients and intercept of prediction model:
I have built up a prediction model with "rms" and got the uniform (global) shrinkage factor of my model through its validate function. I hope to apply the uniform shrinkage factor to the coefficients of the model for better calibration to prevent overfitting in future data. I know I can simply multiple the uniform shrinkage factor to the original coefficients and get the updated coefficients. But I have trouble on getting the modified intercept after applying the uniform shrinkage factor.