The DOI matches its Crossref record; 24 of the 24 references it cites were found in a registry or an index.
Tweedie’s Formula and Selection Bias
Open accessAbstract
We suppose that the statistician observes some large number of estimates z(i), each with its own unobserved expectation parameter μ(i). The largest few of the z(i)'s are likely to substantially overestimate their corresponding μ(i)'s, this being an example of selection bias, or regression to the mean. Tweedie's formula, first reported by Robbins in 1956, offers a simple empirical Bayes approach for correcting selection bias. This paper investigates its merits and limitations. In addition to the methodology, Tweedie's formula raises more general questions concerning empirical Bayes theory, discussed here as "relevance" and "empirical Bayes information." There is a close connection between applications of the formula and James-Stein estimation.
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Cites
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“(4.11) [Morris (1983) presented a hierarchical Bayes analysis of James–Stein estimation accuracy; see Remark I of Section 7.]”
BackgroundMethodInfluentialAn Empirical Bayes Approach to Statistics
Robbins, H. E. (1992) · Springer Series in Statistics · doi:10.1007/978-1-4612-0919-5_26 · Cited by 838
Testing a Point Null Hypothesis: The Irreconcilability of P Values and Evidence
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Testing a Point Null Hypothesis: The Irreconcilability of P Values and Evidence
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Overcoming the Winner’s Curse: Estimating Penetrance Parameters from Case-Control Data
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Microarrays, empirical Bayes and the two-groups model
Efron, B. (2006) · Cited by 337
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Song, Y., Sohl-Dickstein, J., Kingma, D. P., Kumar, A., Ermon, S., & Poole, B. (2020) · arXiv · doi:10.48550/arxiv.2011.13456 · Cited by 1,953
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Song, Y., & Ermon, S. (2020) · arXiv · doi:10.48550/arxiv.2006.09011 · Cited by 482
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SLOPE—Adaptive variable selection via convex optimization
Bogdan, M., van den Berg, E., Sabatti, C., Su, W., & Candès, E. J. (2015) · The Annals of Applied Statistics · doi:10.1214/15-aoas842 · Cited by 277
Metadata
- Authors
- Efron, B.
- Venue
- Journal of the American Statistical Association
- Publisher
- Informa UK Limited
- Published
- 2011-12
- Volume
- 106
- Issue
- 496
- Pages
- 1602-1614
- ISSN
- 0162-1459 (ISSN-L)
- 1537-274X
- OpenAlex
- W2015810892
- Cited by
- 408
- References
- 24
- FWCI
- 5.29
- Type
- journal article
- Language
- en
- Open access
- green
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