Unfortunately I found myself in the same position as outlined above, where I was requested to reproduce 'standardized regression coefficients' as reported by SPSS. Below an example that produces something very similar to the results table from an SPSS "Linear Regression" procedure, including the standardized regression coefficients: mylm <- lm(Sepal.Width ~ ., data=iris, x=TRUE, y=TRUE) sd.x <- sd(mylm$x); sd.y <- sd(mylm$y); std.coef <- coef(mylm) * (sd.x / sd.y); coef.table <- as.data.frame(summary(mylm)$coefficients); coef.table <- cbind(coef.table, std.coef); print(coef.table); I do agree with B.R. but unfortunately the life of an applied statistician is complex sometimes :-) -- View this message in context: http://r.789695.n4.nabble.com/Standardized-beta-coefficients-in-regression-tp791616p3842631.html Sent from the R help mailing list archive at Nabble.com.
Standardized beta-coefficients in regression
2 messages · Jeroen Ooms, Frank E Harrell Jr
It is true that our lives are complex but we have to stick to principles. Plus, statisticians have the lowest unemployment rate in all of the sciences (1% according to NSF from a poll taken 2 years ago) so we should be able to capitalize on that by sticking to well-founded beliefs and facts and choosing positions were respect for our expertise is a given. Standardized coefficients cloud rather than clarify, and they only apply to the trivial case where everything is linear. See http://biostat.mc.vanderbilt.edu/ManuscriptChecklist for more information. Frank
Jeroen Ooms wrote:
Unfortunately I found myself in the same position as outlined above, where I was requested to reproduce 'standardized regression coefficients' as reported by SPSS. Below an example that produces something very similar to the results table from an SPSS "Linear Regression" procedure, including the standardized regression coefficients: mylm <- lm(Sepal.Width ~ ., data=iris, x=TRUE, y=TRUE) sd.x <- sd(mylm$x); sd.y <- sd(mylm$y); std.coef <- coef(mylm) * (sd.x / sd.y); coef.table <- as.data.frame(summary(mylm)$coefficients); coef.table <- cbind(coef.table, std.coef); print(coef.table); I do agree with B.R. but unfortunately the life of an applied statistician is complex sometimes :-)
----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/Standardized-beta-coefficients-in-regression-tp791616p3843763.html Sent from the R help mailing list archive at Nabble.com.