The WIG (weighted individual and group) shrinkage estimator

Riley, S; McDowell, JJ

Riley, S (reprint author), Emory Univ, Dept Psychol, Atlanta, GA 30322 USA.

JOURNAL OF THE EXPERIMENTAL ANALYSIS OF BEHAVIOR, 2019; 111 (2): 166

Abstract

Regularization, or shrinkage estimation, refers to a class of statistical methods that constrain the variability of parameter estimates when fitting m......

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