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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Bibliographic Details
Main Author: Helwig, Nathaniel E.
Format: Article
Language:English
Published: Université d'Ottawa 2017-01-01
Series:Tutorials in Quantitative Methods for Psychology
Subjects:
R
Online Access:http://www.tqmp.org/RegularArticles/vol13-1/p001/p001.pdf