[R] standardized regression coefficients in GAM

[Fox, John]

Dear Dani,

I'll address your questions briefly below. They aren't unique to GAMs.

> -----Original Message-----
> From: R-help [mailto:r-help-bounces using r-project.org] On Behalf Of dani
> Sent: Thursday, August 30, 2018 12:47 PM
> To: r-help using r-project.org
> Subject: [R] standardized regression coefficients in GAM
> 
> Hello everyone,
> 
> 
> I was wondering if anyone can help me calculate standardized regression
> coefficients from a GAM model.
> 
> I have some dummy and some continuous covariates in my GAM model. I
> know I could standardize only the continuous covariates and re-run the model
> to get the standardized coefficients. Can anyone help with some R code to
> create the standardized coefficients after obtaining a GAM model based on
> unstandardized coefficients?

Why one would want to do this isn't clear to me, but you can just multiply each such coefficient by the standard deviation of the corresponding X and divide by the standard deviation of Y.

> 
> 
> Also, on a separate note, what do I do with the dummy covariates - should I
> just include them as they are in the model with standardized variables? I do
> not see how I can standardize dummy variables.

Standardizing dummy regressors is nonsense, so don't do it. If there are interaction regressors in your model, don't standardize those either.

I hope this helps,
 John

-----------------------------------------------------------------
John Fox
Professor Emeritus
McMaster University
Hamilton, Ontario, Canada
Web: https://socialsciences.mcmaster.ca/jfox/



> 
> 
> Thank you!
> 
> Best,
> 
> Dani
> 
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> 
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