A geometric analysis of when fixed weighting schemes will outperform ordinary least squares

DOI10.1007/S11336-011-9229-1MaRDI QIDQ658144zbMATH OpenOpenAlexWikidataFDO

Authors Clintin P. Davis-Stober

Publication date 11 January 2012

Published in Psychometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11336-011-9229-1

zbMATH Keywords

mean squared errorequal weightsalternative weightsfixed weightshyper-cylindersimproper models

Mathematics Subject Classification ID

Applications of statistics to psychology (62P15)

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Cites work

• scientific article; zbMATH DE number 3521121 (Why is no real title available?)
• scientific article; zbMATH DE number 3626409 (Why is no real title available?)
• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• A constrained linear estimator for multiple regression
• Behavioral social choice. Probabilistic models, statistical inference, and applications.
• Correlation weights in multiple regression
• Cumulative Dominance and Heuristic Performance in Binary Multiattribute Choice
• Decision Quality Using Ranked Attribute Weights
• Estimation with quadratic loss.
• Fungible weights in multiple regression
• Ignoring information in binary choice with continuous variables: When is less ``more?
• Investigating the performance of alternate regression weights by studying all possible criteria in regression models with a fixed set of predictors
• Locating the extrema of fungible regression weights
• Naïve heuristics for paired comparisons: some results on their relative accuracy
• On the sensitivity of a composite to its weights
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Robust mean-squared error estimation in the presence of model uncertainties
• Simple models for multiattribute choice with many alternatives: when it does and does not pay to face trade-offs with binary attributes
• Three steps towards robust regression
• ``Take-the-best and other simple strategies: why and when they work ``well with binary cues

Cited in

(2)

• Beating the average forecast: regularization based on forecaster attributes
• Investigating the performance of alternate regression weights by studying all possible criteria in regression models with a fixed set of predictors

Describes a project that uses

Uses Software

• R
• Matlab

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