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Bayes and Empirical Bayes Shrinkage Estimation of Regression Coefficients: A Cross-Validation Study.
Peer reviewedNebebe, Fassil; Stroud, T. W. F. – Journal of Educational Statistics, 1988
Bayesian and empirical Bayes approaches to shrinkage estimation of regression coefficients and uses of these in prediction (i.e., analyzing intelligence test data of children with learning problems) are investigated. The two methods are consistently better at predicting response variables than are either least squares or least absolute deviations.…
Descriptors: Bayesian Statistics, Equations (Mathematics), Intelligence Tests, Learning Problems
