Investigating the performance of alternate regression weights by studying all possible criteria in regression models with a fixed set of predictors

DOI10.1007/S11336-011-9209-5MaRDI QIDQ2275426zbMATH OpenOpenAlexFDO

Authors Niels G. Waller, Jeff A. Jones

Publication date 8 August 2011

Published in Psychometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11336-011-9209-5

zbMATH Keywords

Monte Carloweightingmultiple regression

Mathematics Subject Classification ID

Applications of statistics to psychology (62P15)

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Cites work

• scientific article; zbMATH DE number 4086905 (Why is no real title available?)
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• A Variant of the Acceptance-Rejection Method for Computer Generation of Random Variables
• A constrained linear estimator for multiple regression
• A note on a method for generating points uniformly on n -dimensional spheres
• Choosing a Point from the Surface of a Sphere
• Correlation weights in multiple regression
• Generating random vectors uniformly distributed inside and on the surface of different regions
• Jacques Bernoulli's Art of Conjecturing
• On simulation of random vectors by given densities in regions and on their boundaries
• On the Surface Area of the Ellipsoid
• Simulation and the Monte Carlo Method
• Surface area and capacity of ellipsoids in \(n\) dimensions

Cited in

(7)

• The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior
• On intersection volumes of confidence hyper-ellipsoids and two geometric Monte Carlo methods
• Fungible weights in multiple regression
• Some improvements in confidence intervals for standardized regression coefficients
• A geometric analysis of when fixed weighting schemes will outperform ordinary least squares
• The geometry of enhancement in multiple regression
• Correlation weights in multiple regression

Describes a project that uses

Uses Software

• R

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