ERIC Number: EJ822884
Record Type: Journal
Publication Date: 2008-Dec
Abstractor: As Provided
Reference Count: 0
Fungible Weights in Multiple Regression
Waller, Niels G.
Psychometrika, v73 n4 p691-703 Dec 2008
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 "fungible" because they yield identical "SSE" (sum of squared errors) and R[superscript 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.
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Publication Type: Journal Articles; Reports - Research
Education Level: N/A
Authoring Institution: N/A