
NoteReviewers Ryan Peterson (2025-11-24). Patrick Breheny (2025-12-12). What connotation do you attach to the word “bias”? A negative one? In this post we will see why not all bias is bad… at least when it comes to building predictive models. In fact, for many years, statisticians have recognized the benefits of biased estimators in reducing prediction error. Perhaps you knew this, but if not, don’t worry.

