absorb.md

Harvey

Chronological feed of everything captured from Harvey.

Assumption-Lean SURE-Based Shrinkage for Spatial Parameters

This paper introduces a framework for shrinkage estimation of spatial parameters (e.g., neighborhood effects, hospital performance) using Stein's Unbiased Risk Estimate (SURE) to select among or average over candidate definitions of relatedness—without requiring any one spatial prior, covariance model, or adjacency rule to be correct. The method achieves near-oracle performance: SURE selection performs nearly as well as the best rule in a candidate class, and SURE-weighted averaging matches the best fixed weighted average of trained candidates. In an empirical application to Opportunity Atlas economic mobility data across 20 commuting zones, the SURE-chosen average reduces estimated MSE by approximately 27% relative to the best non-spatial empirical Bayes benchmark.