Source — A negative result on shrinkage estimators in small-N replication

c8 Claim c8

For small-$N$ replication studies with $K<30$ groups whose shrinkage target must be estimated from the same $K$ groups, the prior MSE $M$ is large enough that the dominance margin of Remark falls below the cross-replication variance of the estimator, while the prior estimation step dominates the compute budget (Claim ); reporting raw estimates with honest uncertainty intervals is operationally preferable to the recommended shrinker. Replication status: untested.

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