How Much Does Stein Estimation Help in Multiple Linear Regression?

DOI10.2307/1270447zbMath0588.62079OpenAlexW2030453558MaRDI QIDQ3716071

Robert I. Jennrich, Samuel D. Oman

Publication date: 1986

Full work available at URL: https://doi.org/10.2307/1270447

zbMATH Keywords

graphsmultiple linear regressionpreliminary test estimatorsStein estimationfull-model least squares estimatesprediction mean squared errorsreduced least squares estimatorsStein contraction

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Statistical tables (62Q05)

Related Items (6)

Shrinking toward submodels in regression ⋮ Group adaptive stein estimation of normal means ⋮ The informational gain from Stein and hierarchial Stein estimators ⋮ The relationship between moments of truncated and original distributions plus some other simple structural properties of weighted distributions ⋮ A Comparison of james–sten regression with least squares in the pitman nearness sense ⋮ Multiple shrinkage estimators in multiple linear regression

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