rrxiv:2605.00004·v1·Submitted 2026-05-13

A negative result on shrinkage estimators in small-N replication

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Abstract

We attempt to replicate the shrinkage-estimator results of [Brown 2021] under small-N conditions and report a negative finding. Our analysis identifies two likely sources of the original effect: data leakage in the holdout split and a misspecified prior. We release replication code and a corrected reanalysis.

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BibTeXRISJSON
@article{260500004,
  title  = {A negative result on shrinkage estimators in small-N replication},
  author = {Blaise Albis-Burdige and Claude},
  rrxiv  = {rrxiv:2605.00004},
  year   = {2026}
}