Abstract
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.
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The authors would like to thank the referees for several useful comments.
The analysis of the data discussed in this report was part of a study funded jointly by the Graduate Management Admission Council and Educational Testing Service.
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Braun, H.I., Jones, D.H., Rubin, D.B. et al. Empirical bayes estimation of coefficients in the general linear model from data of deficient rank. Psychometrika 48, 171–181 (1983). https://doi.org/10.1007/BF02294013
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DOI: https://doi.org/10.1007/BF02294013