Fungible weights in multiple regression

Research output: Contribution to journalArticlepeer-review

25 Scopus citations


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.

Original languageEnglish (US)
Pages (from-to)691-703
Number of pages13
Issue number4
StatePublished - Dec 2008


  • Alternate weights
  • Fungible weights
  • Multiple regression
  • Parameter sensitivity


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