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Comparison of Four Methods for Weighting Multiple Predictors

An important issue in personnel psychology concerns the methods that are used to combine multiple criteria and/or multiple predictors into a single composite. Fralicx and Raju (1982) looked at five methods of combining multiple criteria and concluded that with the exception of canonical weights, the results obtained from four of the methods were almost identical. The present study differed from Fralicx and Raju (1982) in that it used predictors rather than criteria, was composed of a different type of sample, used different types of weighting methods, a smaller number of dimensions, and included a cross-validation procedure. In spite of these differences the conclusion drawn in both studies is similar. That is, most weighting methods are highly related. Furthermore, the present study demonstrated that no weighting method was superior to another in terms of protection from validity shrinkage.