Online estimation of individual-level effects using streaming shrinkage factors

DOI10.1016/j.csda.2019.01.010OpenAlexW2915895139MaRDI QIDQ2416768

L. Ippel, Maurits Kaptein, Jeroen K. Vermunt

Publication date: 24 May 2019

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2019.01.010

zbMATH Keywords

James-Stein estimatoronline learningdata streamsshrinkage factorsnested data

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Uses Software

• lme4
• Stata
• GLLAMM
• HandTill2001

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