Unit-weighted Regression - Beta Weights

Beta Weights

In the standard form of multiple regression, each predictor is multiplied by a number that is called the beta weight. The prediction is obtained by adding these products (and usually by adding a constant, as well). In the weight loss example above, suppose that reducing sugary drinks led to twice as much weight loss as did the other variables. If that were the case, then the beta weight for weight loss would be twice as big as the weights for the other variables.

When the weights are chosen to give the best prediction by some criterion, the model is called a proper linear model. Therefore, multiple regression is a proper linear model. By contrast, unit-weighted regression is called an improper linear model.

Read more about this topic:  Unit-weighted Regression

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