处理共线性的一种方法是：Shrink the OLS estimate.
来源： A guide to econometrics. 4e.11章， P189

By shrinking the OLS estimates towards the zero vector, a researcher may be able to reduce the risk (the sum of the MSEs of each individual parameter estimate) of the estimates. Implicitly, this is equivalent to incorporating the ad hoc stochastic prior information that the ture beta is close to the zero vector. The two most popular means of doing this are the ridge estimator ans the Stein estimator.

请您解释一下，什么意思。
请问：这种方法使用的多吗？

非常感谢