Investigating the Performance of Alternate Regression Weights by Studying All Possible Criteria in Regression Models with a Fixed Set of Predictors
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References listed on IDEAS
- Rubinstein, R. Y., 1982. "Generating random vectors uniformly distributed inside and on the surface of different regions," European Journal of Operational Research, Elsevier, vol. 10(2), pages 205-209, June.
- Niels Waller & Jeff Jones, 2010. "Correlation Weights in Multiple Regression," Psychometrika, Springer;The Psychometric Society, vol. 75(1), pages 58-69, March.
- Clintin Davis-Stober & Jason Dana & David Budescu, 2010. "A Constrained Linear Estimator for Multiple Regression," Psychometrika, Springer;The Psychometric Society, vol. 75(3), pages 521-541, September.
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- repec:spr:psycho:v:82:y:2017:i:4:d:10.1007_s11336-017-9563-z is not listed on IDEAS
- Jeff Jones & Niels Waller, 2015. "The Normal-Theory and Asymptotic Distribution-Free (ADF) Covariance Matrix of Standardized Regression Coefficients: Theoretical Extensions and Finite Sample Behavior," Psychometrika, Springer;The Psychometric Society, vol. 80(2), pages 365-378, June.
- Clintin Davis-Stober, 2011. "A Geometric Analysis of When Fixed Weighting Schemes Will Outperform Ordinary Least Squares," Psychometrika, Springer;The Psychometric Society, vol. 76(4), pages 650-669, October.
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KeywordsMonte Carlo; multiple regression; weighting;
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