enhanced question / standardized coefficients

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch 
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Simon P. Kempf
Sent: Wednesday, February 07, 2007 9:27 AM
To: r-help at stat.math.ethz.ch
Subject: [R] enhanced question / standardized coefficients

Hello,

 

I would like to repost the question of Joerg:

 

Hello everybody, 

a question that connect to the question of Frederik Karlsons 
about 'how to stand. betas' 
With the stand. betas i can compare the influence of the 
different explaning variables. What do i with the betas of 
factors? I can't use the solution of JohnFox, because there 
is no sd of an factor. How can i compare the influence of the 
factor with the influence of the numeric variables? 

I got the same problem. In my regression equation there are 
several categorical variables and  I would like to compute 
the standard coefficients. How can I do this?

 

Simon

 

 

 

 


	[[alternative HTML version deleted]]

There was a nice paper in The American Statistician by Johan Bring (1994.
How to standardize regression coefficients.  The American Statistician
48(3):209-213) pointing out that comparing ratios of t-test statistic
values (for null hypothesis that parameter = 0) is equivalent to comparing
ratios of standardized coefficients where standardization is based on the
partial (conditional) standard deviations of the parameter estimates.  And
this is equivalent to thinking about the incremental improvement in
R-squared that is obtained by including a variable in the regression model
after all others are already in the model.   It would seem possible to
extend this idea to categorical factor variables with more than 2 levels
(>1 indicator variable), given the relation between an F and t-test
statistic.

Any way something to think about, though there are no doubt still
limitations in trying to equate effects of variables measured on disparate
scales.

Brian

Brian S. Cade

U. S. Geological Survey
Fort Collins Science Center
2150 Centre Ave., Bldg. C
Fort Collins, CO  80526-8818

email:  brian_cade at usgs.gov
tel:  970 226-9326



"John Fox" <jfox at mcmaster.ca>
Sent by: r-help-bounces at stat.math.ethz.ch
02/07/2007 07:49 AM

To
"'Simon P. Kempf'" <simon.kempf at web.de>
cc
r-help at stat.math.ethz.ch
Subject
Re: [R] enhanced question / standardized coefficients






Dear Simon,

In my opinion, standardized coefficients only offer the illusion of
comparison for quantitative explanatory variables, since there's no deep
reason that the standard deviation of one variable has the same meaning as
the standard deviation of another. Indeed, if the variables are in the
same
units of measurement in the first place, permitting direct comparison of
unstandardized coefficients, then separate standardization of each X is
like
using a rubber ruler.

That said, as you point out, it makes no sense to standardize the dummy
regressors for a factor, so you can just standardize the quantitative
variables (Y and X's) in the regression equation.

I hope that this helps,
 John

--------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox
--------------------------------

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Simon P. Kempf
Sent: Wednesday, February 07, 2007 9:27 AM
To: r-help at stat.math.ethz.ch
Subject: [R] enhanced question / standardized coefficients

Hello,



I would like to repost the question of Joerg:



Hello everybody,

a question that connect to the question of Frederik Karlsons
about 'how to stand. betas'
With the stand. betas i can compare the influence of the
different explaning variables. What do i with the betas of
factors? I can't use the solution of JohnFox, because there
is no sd of an factor. How can i compare the influence of the
factor with the influence of the numeric variables?

I got the same problem. In my regression equation there are
several categorical variables and  I would like to compute
the standard coefficients. How can I do this?



Simon










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