[R] normalized regression output

ivo welch ivo.welch at yale.edu
Tue Apr 6 00:23:00 CEST 2004


Hi:  I would like to write a function that takes as its input a formula 
and outputs normalized coefficients ( coef(x)*sdv(x)/sdv(y) ).  now, a 
formula is an object, and I cannot see how to extract the variables for 
obtaining sdv's.  the intent is to write something like

	my.print.lm( formula ) {
	  model <- lm(formula);
	  coefs <- (t(summary.lm(model)))[1,];
	  tvals <- (t(summary.lm(model)))[3,];
	  for (i in 1:length( formula.contents.length ) ) {
	    normcoefs[i] <- coefs[i]*sd( formula.coef[i] )
				/sd( formula.yvar ); }
	  # now I can do nice printing
	}

	my.print.lm ( y~x+z );

or something like it.  If this is not easy, please just tell me.  I just 
do not want to spend a day to reinvent a wheel that is very simple for 
an R statistician.  help appreciated.

regards,

/iaw




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