Shrinking Towards Subspaces in Multiple Linear Regression

DOI10.2307/1267825MaRDI QIDQ4741599zbMATH OpenOpenAlexFDO

Authors Samuel D. Oman

Publication date 1982

Published in Technometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1267825

zbMATH Keywords

collinearityempirical Bayesmultiple linear regressionridge estimatorsshrinkage estimators

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited in

(6)

• A solution to multiple linear regression problems with ordered attributes
• Shrinking toward submodels in regression
• Shrinkage for categorical regressors
• Empirical Bayes estimates for a two-way cross-classified model
• Posterior shrinkage towards linear subspaces
• Efficient shrinkage in parametric models

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