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On Application of the Empirical Bayes Shrinkage in Epidemiological Settings

Author

Listed:
  • Yuejen Zhao

    (Institute of Advanced Studies, Charles Darwin University, Darwin NT 0909, Australia
    Health Gains Planning Branch, Department of Health and Families, NT 0801, Australia)

  • Andy H. Lee

    (School of Public Health, Curtin Health Innovation Research Institute, Curtin University of Technology, WA 6845, Australia)

  • Tony Barnes

    (Institute of Advanced Studies, Charles Darwin University, Darwin NT 0909, Australia)

Abstract

This paper aims to provide direct and indirect evidence on setting up rules for applications of the empirical Bayes shrinkage (EBS), and offers cautionary remarks concerning its applicability. In epidemiology, there is still a lack of relevant criteria in the application of EBS. The bias of the shrinkage estimator is investigated in terms of the sums of errors, squared errors and absolute errors, for both total and individual groups. The study reveals that assessing the underlying exchangeability assumption is important for appropriate use of EBS. The performance of EBS is indicated by a ratio statistic f of the between-group and within-group mean variances. If there are significant differences between the sample means, EBS is likely to produce erratic and even misleading information.

Suggested Citation

  • Yuejen Zhao & Andy H. Lee & Tony Barnes, 2010. "On Application of the Empirical Bayes Shrinkage in Epidemiological Settings," IJERPH, MDPI, vol. 7(2), pages 1-15, January.
  • Handle: RePEc:gam:jijerp:v:7:y:2010:i:2:p:380-394:d:6981
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    References listed on IDEAS

    as
    1. Casper, M. & Wing, S. & Strogatz, D. & Davis, C.E. & Tyroler, H.A., 1992. "Antihypertensive treatment and US trends in stroke mortality, 1962 to 1980," American Journal of Public Health, American Public Health Association, vol. 82(12), pages 1600-1606.
    2. repec:mpr:mprres:3516 is not listed on IDEAS
    3. Sander Greenland, 2000. "When Should Epidemiologic Regressions Use Random Coefficients?," Biometrics, The International Biometric Society, vol. 56(3), pages 915-921, September.
    Full references (including those not matched with items on IDEAS)

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