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

DOI10.1007/S11336-011-9209-5zbMATH Open1284.62759OpenAlexW2032894701MaRDI QIDQ2275426FDOQ2275426

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

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• Correlation weights in multiple regression
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zbMATH Keywords

Monte Carloweightingmultiple regression

Mathematics Subject Classification ID

Applications of statistics to psychology (62P15)

Cites Work

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• Simulation and the Monte Carlo Method
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• On simulation of random vectors by given densities in regions and on their boundaries
• Surface area and capacity of ellipsoids in \(n\) dimensions
• A constrained linear estimator for multiple regression
• Correlation weights in multiple regression
• A Variant of the Acceptance-Rejection Method for Computer Generation of Random Variables
• Jacques Bernoulli's Art of Conjecturing
• On the Surface Area of the Ellipsoid

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

Uses Software

• R

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