/ March 2004 / version 3.4 /
NOTE: To interactively view my "shrinkage regression" materials, you will need to have the Adobe Acrobat Reader of Portable Document Format (*.PDF) files installed on your system. Click HERE to start the process of downloading the (free) Adobe reader.
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Shrinkage Regression:ridge, BLUP, Bayes, spline & Stein |
The links below allow you to view (left-click) and/or save-to-disk (right-click) draft chapters of my book-in-progress. All necessary "math" fonts are now embedded directly into these PDF files. And some have been recently updated...
Chapter 07: Random Coefficient Formulations [0k]
Chapter 09: Errors-In-Variables and Resampling Methods [81K]
Chapter 10: Historical Topics, Heuristic Arguments & Common Misconceptions [0k]
Chapter 11: TRACE Displays: The Psychology of Perception [0k]
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Maximum Likelihood Shrinkage in Regression[228K] |
The above link displays my 26 page manuscript, MLSIR.PDF. Here, I derive a closed-form expression for the shrinkage estimator within the 2-parameter Goldstein-Smith generalized ridge family that is most likely (under normal- distribution- theory) to attain minimum MSE risk. Some simulated risk profiles for uniform shrinkage are also displayed and discussed.
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Influential Observations in Ridge Regression[219K] |
The above link is for my 31 page manuscript, INFLUIRR.PDF This is an introduction to linked "Visual Re-Regression" and "Leverage-Outlier" plots, including a Cook-like "overall influence" hyperbola.