Shrinkage (statistics)

In statistics, shrinkage is the reduction in the effects of sampling variation. In regression analysis, a fitted relationship appears to perform less well on a new data set than on the data set used for fitting.

Source: Wikipedia — Shrinkage (statistics) (CC BY-SA 4.0)

Shrinkage (statistics)

In statistics, shrinkage is the reduction in the effects of sampling variation. In regression analysis, a fitted relationship appears to perform less well on a new data set than on the data set used for fitting.

Source: Wikipedia "Shrinkage (statistics)" · CC BY-SA 4.0

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