Open AccessEMPIRICAL BAYES ESTIMATION OF COEFFICIENTS IN THE GENERAL LINEAR MODEL FROM DATA OF DEFICIENT RANK 1
Author(s) -
Braun Henry I.,
Jones Douglas H.,
Rubin Donald B.,
Thayer Dorothy T.
Publication year - 1982
Publication title -
ets research report series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.235
H-Index - 5
ISSN - 2330-8516
DOI - 10.1002/j.2333-8504.1982.tb01294.x
Subject(s) - bayes' theorem , statistics , linear model , mathematics , computer science , bayes factor , econometrics , bayesian probability
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.