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In statistics, unit-weighted regression is a simplified and robust version (Wainer & Thissen, 1976) of multiple regression analysis where only the intercept term is estimated. That is, it fits a model : where each of the are binary variables, perhaps multiplied with an arbitrary weight. Contrast this with the more common multiple regression model, where each predictor has its own estimated coefficient: : In the social sciences, unit-weighted regression is sometimes used for classification purposes, i.e. to predict a yes-no answer where indicates "no", "yes". It is easier to interpret than multiple linear regression (known as linear discriminant analysis in the classification case). == Unit weights == Unit-weighted regression is a method of robust regression that proceeds in three steps. First, predictors for the outcome of interest are selected; ideally, there should be good empirical or theoretical reasons for the selection. Second, the predictors are converted to a standard form. Finally, the predictors are added together, and this sum is called the variate, which is used as the predictor of the outcome. 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Unit-weighted regression」の詳細全文を読む スポンサード リンク
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