How Much Does Stein Estimation Help in Multiple Linear Regression?

DOI10.2307/1270447MaRDI QIDQ3716071zbMATH OpenOpenAlexFDO

Authors Robert I. Jennrich, Samuel D. Oman

Publication date 1986

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

zbMATH Keywords

full-model least squares estimatesgraphsmultiple linear regressionprediction mean squared errorspreliminary test estimatorsreduced least squares estimatorsStein contractionStein estimation

Mathematics Subject Classification ID

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

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Cited in

(8)

• Shrinking toward submodels in regression
• Degrees of freedom for piecewise Lipschitz estimators
• Multiple shrinkage estimators in multiple linear regression
• A Comparison of james–sten regression with least squares in the pitman nearness sense
• Group adaptive stein estimation of normal means
• A comparison of stein-like procedures for estimating linear regression models with multicollinear data
• 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

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