Talk:Shrinkage (statistics)

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This tells me exactly nothing! what is shrinkage??? Jeroenemans (talk) 13:35, 24 September 2008 (UTC)

Shrinkage of coefficient of determination[edit]

Melcombe, does the dictionary you cite specifically use the word "shrinkage" to describe this effect? If so, I would move the <ref> tag one sentence further. --Zvika (talk) 10:38, 1 December 2008 (UTC)

The dictionary ties "shrinkage" directly to "an equation ...applied to a new data set ...predicts much less than in the original sample". It has a separate entry for "shrinkage estimators" and another for "Shrinkage formulae" which relates to two different adjustments of R2. So I think the idea is not that strongly tied directly to R2 but presumably would also occur for other measures of model fit in a regression context. I think this correspond to where a put the <ref> tag. Melcombe (talk) 10:52, 2 December 2008 (UTC)
OK, I just wanted to make sure that they use the word in this context. --Zvika (talk) 13:54, 2 December 2008 (UTC)