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Unit-weighted regression


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).


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