Abstract
In this chapter, we discuss methods to estimate regression coefficients which lead to better predictions than obtained with traditional estimation methods. These modern estimation methods include uniform shrinkage methods (heuristic or bootstrap based) and penalized maximum likelihood methods (with various forms of penalty, including ridge regression and the LASSO).
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Copyright information
© 2019 Springer Nature Switzerland AG
About this chapter
Cite this chapter
Steyerberg, E.W. (2019). Modern Estimation Methods. In: Clinical Prediction Models. Statistics for Biology and Health. Springer, Cham. https://doi.org/10.1007/978-3-030-16399-0_13
Download citation
DOI: https://doi.org/10.1007/978-3-030-16399-0_13
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-16398-3
Online ISBN: 978-3-030-16399-0
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)