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

Published online by Cambridge University Press:  01 January 2025

Henry I. Braun ,
Douglas H. Jones ,
Donald B. Rubin  and
Dorothy T. Thayer
Henry I. Braun*
Affiliation:
Educational Testing Service
Douglas H. Jones
Affiliation:
Educational Testing Service
Donald B. Rubin
Affiliation:
Educational Testing Service
Dorothy T. Thayer
Affiliation:
Educational Testing Service
*
Reprint requests should be addressed to Henry I. Braun, Ph.D., Educational Testing Service 21-T, Princeton, New Jersey 08541.
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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.

Keywords

general linear modelempirical Bayesdeficient rank data
Type
Original Paper
Information
Psychometrika , Volume 48 , Issue 2 , June 1983 , pp. 171 - 181
Copyright
Copyright © 1983 The Psychometric Society

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Footnotes

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.

References

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