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A Geometric Analysis of When Fixed Weighting Schemes Will Outperform Ordinary Least Squares

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  • Clintin Davis-Stober

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    File URL: http://hdl.handle.net/10.1007/s11336-011-9229-1
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    Bibliographic Info

    Article provided by Springer in its journal Psychometrika.

    Volume (Year): 76 (2011)
    Issue (Month): 4 (October)
    Pages: 650-669

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    Handle: RePEc:spr:psycho:v:76:y:2011:i:4:p:650-669

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    Web page: http://www.springerlink.com/link.asp?id=112911

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    Related research

    Keywords: improper models; hyper-cylinders; mean squared error; equal weights; alternative weights; fixed weights;

    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Clintin Davis-Stober & Jason Dana & David Budescu, 2010. "A Constrained Linear Estimator for Multiple Regression," Psychometrika, Springer, vol. 75(3), pages 521-541, September.
    2. Robin Hogarth & Natalia Karelaia, 2003. "Take-the-best and other simple strategies: Why and when they work 'well' in binary choice," Economics Working Papers 709, Department of Economics and Business, Universitat Pompeu Fabra.
    3. Raymond Koopman, 1988. "On the sensitivity of a composite to its weights," Psychometrika, Springer, vol. 53(4), pages 547-552, December.
    4. Niels Waller & Jeff Jones, 2010. "Correlation Weights in Multiple Regression," Psychometrika, Springer, vol. 75(1), pages 58-69, March.
    5. Robin Hogarth & Natalia Karelaia, 2004. "Simple models for multi-attribute choice with many alternatives: When it does and does not pay to face tradeoffs with binary attributes," Economics Working Papers 739, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2005.
    6. Manel Baucells & Juan A. Carrasco & Robin Hogarth, 2005. "Cumulative dominance and heuristic performance in binary multi-attribute choice," Economics Working Papers 895, Department of Economics and Business, Universitat Pompeu Fabra.
    7. Howard Wainer & David Thissen, 1976. "Three steps towards robust regression," Psychometrika, Springer, vol. 41(1), pages 9-34, March.
    8. Niels Waller, 2008. "Fungible Weights in Multiple Regression," Psychometrika, Springer, vol. 73(4), pages 691-703, December.
    9. Niels Waller & Jeff Jones, 2011. "Investigating the Performance of Alternate Regression Weights by Studying All Possible Criteria in Regression Models with a Fixed Set of Predictors," Psychometrika, Springer, vol. 76(3), pages 410-439, July.
    10. Niels Waller & Jeff Jones, 2009. "Locating the Extrema of Fungible Regression Weights," Psychometrika, Springer, vol. 74(4), pages 589-602, December.
    11. Robin Hogarth & Natalia Karelaia, 2004. "Ignoring information in binary choice with continuous variables: When is less 'more'?," Economics Working Papers 742, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2004.
    12. F. Hutton Barron & Bruce E. Barrett, 1996. "Decision Quality Using Ranked Attribute Weights," Management Science, INFORMS, vol. 42(11), pages 1515-1523, November.
    13. S. Wilks, 1938. "Weighting systems for linear functions of correlated variables when there is no dependent variable," Psychometrika, Springer, vol. 3(1), pages 23-40, March.
    14. Robin Hogarth & Natalia Karelaia, 2005. "Regions of rationality: Maps for bounded agents," Economics Working Papers 828, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2006.
    15. Goldstein, Daniel G. & Gigerenzer, Gerd, 2009. "Fast and frugal forecasting," International Journal of Forecasting, Elsevier, vol. 25(4), pages 760-772, October.
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