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
Famous quotes containing the word weights:
“I have often inquired of myself, what great principle or idea it was that kept this Confederacy so long together. It was not the mere matter of the separation of the colonies from the mother land; but something in that Declaration giving liberty, not alone to the people of this country, but hope to the world for all future time. It was that which gave promise that in due time the weights should be lifted from the shoulders of all men, and that all should have an equal chance.”
—Abraham Lincoln (1809–1865)