Empirical Bayes Estimation of Coefficients in the General Linear Model from Data of Deficient Rank
- 1 June 1983
- journal article
- Published by Cambridge University Press (CUP) in Psychometrika
- Vol. 48 (2) , 171-181
- https://doi.org/10.1007/bf02294013
Abstract
Empirical Bayes methods are shown to provide a practical alternative to standard least squares methods in fitting high dimensional models to sparse data. An example concerning prediction bias in educational testing is presented as an illustration.Keywords
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