Fungible Weights in Multiple Regression |
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Authors: | Niels G. Waller |
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Affiliation: | (1) Department of Psychology, University of Minnesota, N218 Elliott Hall, 75 East River Road, Minneapolis, MN 55455, USA |
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Abstract: | Every set of alternate weights (i.e., nonleast squares weights) in a multiple regression analysis with three or more predictors is associated with an infinite class of weights. All members of a given class can be deemed fungiblebecause they yield identical SSE (sum of squared errors) and R 2 values. Equations for generating fungible weights are reviewed and an example is given that illustrates how fungible weights can be profitably used to evaluate parameter sensitivity in multiple regression. The author wishes to thank Drs. Robyn Dawes, William Grove, Markus Keel, Leslie Yonce, Joe Rausch, the editor, and three anonymous reviewers for helpful comments on earlier versions of this article. |
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Keywords: | multiple regression alternate weights fungible weights parameter sensitivity |
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