## Shrinkage Regression:## ridge, BLUP, Bayes, spline & Stein |

Left-click on a link below to view or download the PDF file for one of my papers or a Chapter from my E-book-in-progress.

Unfortunately, some of the math / symbol fonts used in these rather old PDF files cannot be embedded into them. However, once downloaded to your computer, fonts installed on you system will be substituted for these missing fonts. Try it, and See!

## Maximum Likelihood Shrinkage in Regression[228K] |

The above link displays my 26 page manuscript, **MLSIR.PDF**.
Here, I derive a closed-form expression for the shrinkage estimator
within the 2-parameter Goldstein-Smith generalized ridge family that
is __most likely__ (under normal-distribution-theory) to attain
minimum MSE risk. Some simulated __risk profiles__
for uniform shrinkage are also displayed and discussed.

## Influential Observations in Ridge Regression[219K] |

The above link is for my 31 page manuscript, **INFLUIRR.PDF**
This is an introduction to linked "Visual Re-Regression" and
"Leverage-Outlier" plots, including a Cook-like "overall influence"
hyperbola.