scholarly journals Least squares and shrinkage estimation under bimonotonicity constraints

2009 ◽  
Vol 20 (2) ◽  
pp. 177-189 ◽  
Author(s):  
Rudolf Beran ◽  
Lutz Dümbgen
1988 ◽  
Vol 13 (3) ◽  
pp. 199-213 ◽  
Author(s):  
Fassii Nebebe ◽  
T. W. F. Stroud

A Bayesian and an empirical Bayes approach to shrinkage estimation of regression coefficients and the uses of these in prediction are investigated. The methods, along with least squares and least absolute deviations, are applied to data sets of different sizes and cross-validated with observations not in the data sets. The fully Bayes and empirical Bayes methods are seen to perform consistently better in predicting the response variable than either of least squares or least absolute deviations.


Methodology ◽  
2015 ◽  
Vol 11 (3) ◽  
pp. 110-115 ◽  
Author(s):  
Rand R. Wilcox ◽  
Jinxia Ma

Abstract. The paper compares methods that allow both within group and between group heteroscedasticity when performing all pairwise comparisons of the least squares lines associated with J independent groups. The methods are based on simple extension of results derived by Johansen (1980) and Welch (1938) in conjunction with the HC3 and HC4 estimators. The probability of one or more Type I errors is controlled using the improvement on the Bonferroni method derived by Hochberg (1988) . Results are illustrated using data from the Well Elderly 2 study, which motivated this paper.


2005 ◽  
Author(s):  
Richard Mraz ◽  
Nancy J. Lobaugh ◽  
Genevieve Quintin ◽  
Konstantine K. Kakzanis ◽  
Simon J. Graham

1980 ◽  
Vol 59 (9) ◽  
pp. 8
Author(s):  
D.E. Turnbull

1972 ◽  
Vol 28 (03) ◽  
pp. 447-456 ◽  
Author(s):  
E. A Murphy ◽  
M. E Francis ◽  
J. F Mustard

SummaryThe characteristics of experimental error in measurement of platelet radioactivity have been explored by blind replicate determinations on specimens taken on several days on each of three Walker hounds.Analysis suggests that it is not unreasonable to suppose that error for each sample is normally distributed ; and while there is evidence that the variance is heterogeneous, no systematic relationship has been discovered between the mean and the standard deviation of the determinations on individual samples. Thus, since it would be impracticable for investigators to do replicate determinations as a routine, no improvement over simple unweighted least squares estimation on untransformed data suggests itself.


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