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Empirical Bayes Estimation of Coefficients in the General Linear Model From Data of Deficient Rank GMAC

Author(s):
Braun, Henry I.; Jones, Douglas H.; Rubin, Donald B.; Thayer, Dorothy T.
Publication Year:
1982
Report Number:
RR-82-08
Source:
ETS Research Report
Document Type:
Report
Page Count:
23
Subject/Key Words:
Graduate Management Admissions Council, Bayesian Statistics, Data Analysis, Models, Predictive Measurement, Test Bias

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. (23pp.)

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