Adding bias to reduce variance in psychological results: A tutorial on penalized regression
Regression models are commonly used in psychological research. In most studies, regression coefficients are estimated via maximum likelihood (ML) estimation. It is well-known that ML estimates have desirable large sample properties, but are prone to overfitting in small to moderate sized samples. In...
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Format: | Article |
Language: | English |
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Université d'Ottawa
2017-01-01
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Series: | Tutorials in Quantitative Methods for Psychology |
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Online Access: | http://www.tqmp.org/RegularArticles/vol13-1/p001/p001.pdf |