[R] Standardized beta-coefficients in regression
Frank Harrell
f.harrell at vanderbilt.edu
Mon Sep 26 15:30:38 CEST 2011
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
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