[R] Getting betas in lm
John Fox
jfox at mcmaster.ca
Thu Apr 27 18:04:32 CEST 2000
At 03:18 PM 4/27/2000 +0200, you wrote:
>Yes, I'm coming from SPSS... Interpreting beta weights is standard in
>psychology and makes life a lot easier, because I don't have to keep in
>mind the range of each and every scale my variables refer to.
This is probably not the place to debate the merits of standardized
regression coefficients, but I agree with Peter Dalgaard that they are less
useful that than they may at first appear, and in some contexts (such as
with factors or interactions) are essentially uninterpretable.
>What do you mean by coefficients multiplied by the SD of the corresponding
>x? Sounds wrong to me.
>
Actually, the standardized regression coefficient is b*sd(x)/sd(y) (where b
is the unstandardized coefficient).
>"scale" works great! One problem: I know z-scores to be calculated
>
>z = (x-mean(x)) / sd(x)
>
>where sd(x) is the _sample_ standard deviation calculated with n and not
>n-1. Have I gotten something wrong?
Because you're multiplying by sd(x) and dividing by sd(y), it doesn't
matter what's in the denominator of the variance.
I hope that this helps.
John
|----------------------------------------------------|
| John Fox jfox at McMaster.ca |
| Department of Sociology McMaster University |
|----------------------------------------------------|
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