Shrinkage (statistics)
id:
shrinkage-statistics-250-6095518
title:
Shrinkage (statistics)
text:
In statistics, shrinkage is the reduction in the effects of sampling variation. In regression analysis, a fitted relationship appears to perform less well on a new data set than on the data set used for fitting. In particular the value of the coefficient of determination 'shrinks'. This idea is complementary to overfitting and, separately, to the standard adjustment made in the coefficient of determination to compensate for the subjunctive effects of further sampling, like controlling for the po
brand slug:
wiki
category slug:
encyclopedia
description:
Phenomenon in statistics
original url:
https://en.wikipedia.org/wiki/Shrinkage_(statistics)
date created:
date modified:
2023-09-30T18:13:37Z
main entity:
{"identifier":"Q7504144","url":"https://www.wikidata.org/entity/Q7504144"}
image:
fields total:
13
integrity:
14