Locating the Extrema of Fungible Regression Weights

Autor/inn/en	Waller, Niels G.; Jones, Jeff A.
Titel	Locating the Extrema of Fungible Regression Weights
Quelle	In: Psychometrika, 74 (2009) 4, S.589-602 (14 Seiten) PDF als Volltext Verfügbarkeit
Sprache	englisch
Dokumenttyp	gedruckt; online; Zeitschriftenaufsatz
ISSN	0033-3123
DOI	10.1007/s11336-008-9087-7
Schlagwörter	Multiple Regression Analysis; Predictor Variables; Algebra; Geometric Concepts; Weighted Scores; Models + Suchen Sie Ihr Suchwort? Prädiktor; Elementare Geometrie; Analogiemodell
Abstract	In a multiple regression analysis with three or more predictors, every set of alternate weights belongs to an infinite class of "fungible weights" (Waller, Psychometrica, "in press") that yields identical "SSE" (sum of squared errors) and R[superscript 2] values. When the R[superscript 2] using the alternate weights is a fixed value, fungible weights ("a[subscript i]") that yield the maximum or minimum cosine with an OLS weight vector ("b") are called "fungible extrema." We describe two methods for locating fungible extrema and we report "R" code (R Development Core Team, "2007") for one of the methods. We then describe a new approach for populating a class of fungible weights that is derived from the geometry of alternate regression weights. Finally, we illustrate how fungible weights can be profitably used to gauge parameter sensitivity in linear models by locating the fungible extrema of a regression model of executive compensation (Horton & Guerard, "Commun. Stat. Simul. Comput." 14:441-448, 1985). (As Provided).
Anmerkungen	Springer. 233 Spring Street, New York, NY 10013. Tel: 800-777-4643; Tel: 212-460-1500; Fax: 212-348-4505; e-mail: service-ny@springer.com; Web site: http://www.springerlink.com
Erfasst von	ERIC (Education Resources Information Center), Washington, DC
Update	2017/4/10