Skip to main content Accessibility help

We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.

Close cookie message
×
  1. Home
  2. Search

Refine search

Refine search

Access:
Content type:
Publication date:
Apply   From and To filters
Subject: Show more
Journals Show more
Publishers: Show more
Societies Show more
Series: Show more
Collections: Show more

Actions for selected content:

Select all | Deselect all
  • View selected items
  • Export citations
  • Download PDF (zip)
  • Save to Kindle
  • Save to Dropbox
  • Save to Google Drive

Save Search

You can save your searches here and later view and run them again in "My saved searches".

Please provide a title, maximum of 40 characters.
Cancel
×

1 results

  • A Bayesian Alternative to Least Squares and Equal Weighting Coefficients in Regression

  • James E. Laughlin
  • Journal:
    Psychometrika / Volume 44 / Issue 3 / September 1979
    Published online by Cambridge University Press:
    01 January 2025, pp. 271-288

  • This paper details a Bayesian alternative to the use of least squares and equal weighting coefficients in regression. An equal weight prior distribution for the linear regression parameters is described with regard to the conditional normal regression model, and resulting posterior distributions for these parameters are detailed. Some interesting connections between this Bayesian procedure and several other methods for estimating optimal weighting coefficients are discussed. In addition, results are presented of a Monte Carlo investigation which compared the effectiveness of the Bayesian procedure relative to least squares, equal weight, ridge, and Bayesian exchangeability estimations.