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Tractable Ridge Regression for Paired Comparisons

Tractable Ridge Regression for Paired Comparisons

ABSTRACT Paired‐comparison models, such as Bradley–Terry and Thurstone–Mosteller, are commonly used to estimate relative strengths of pairwise compared items in tournament‐style data. We discuss estimation of paired‐comparison models with a ridge penalty. A new approach is derived which combines empirical Bayes and composite likelihoods without any need to refit the …