[R] Standardized beta-coefficients in regression
Jeroen Ooms
jeroenooms at gmail.com
Mon Sep 26 05:26:39 CEST 2011
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 :-)
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