75 citations · 103 across the 6 of their papers we have counts for
3 papers · 1 filter
Risk-based decision making: estimands for sequential prediction under interventions
Kim Luijken, Paweł Morzywołek, Wouter van Amsterdam +14
Prediction models are used amongst others to inform medical decisions on interventions. Typically, individuals with high risks of adverse outcomes are advised to undergo an interve…
Linked shrinkage to improve estimation of interaction effects in regression models
Mark A. van de Wiel, Matteo Amestoy, Jeroen Hoogland
We address a classical problem in statistics: adding two-way interaction terms to a regression model. As the covariate dimension increases quadratically, we develop an estimator th…
Think before you shrink: Alternatives to default shrinkage methods can improve prediction accuracy, calibration and coverage
Mark A. van de Wiel, Gwenaël G. R. Leday, Jeroen Hoogland +3
While shrinkage is essential in high-dimensional settings, its use for low-dimensional regression-based prediction has been debated. It reduces variance, often leading to improved…