Journal
PSYCHOMETRIKA
Volume 73, Issue 4, Pages 691-703Publisher
SPRINGER
DOI: 10.1007/s11336-008-9066-z
Keywords
multiple regression; alternate weights; fungible weights; parameter sensitivity
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Every set of alternate weights (i.e., nonleast squares weights) in a multiple regression analysis with three or more predictors is associated with an infinite class of weights. All members of a given class can be deemed fungiblebecause they yield identical SSE (sum of squared errors) and R (2) values. Equations for generating fungible weights are reviewed and an example is given that illustrates how fungible weights can be profitably used to evaluate parameter sensitivity in multiple regression.
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