Sep 4, 2018 · 1 min read
The coefficients that are produced by the standard least squares method are scale equivariant, i.e. if we multiply each input by c then the corresponding coefficients are scaled by a factor of 1/c. Therefore, regardless of how the predictor is scaled, the multiplication of predictor and coefficient(Xjβj) remains the same. i didnt understand this. plz explain