[R] standardized regression coefficients in GAM

[dani]

Dear Dr Fox,


Thank you so much for your response! I will report the results of the regression models only based on unstandardized coefficients then, it seems to be best.


Thanks for taking the time to respond and clarify this issue for me!

Best regards,

Dani


Sent from Outlook<http://aka.ms/weboutlook>


________________________________
From: Fox, John <jfox using mcmaster.ca>
Sent: Thursday, August 30, 2018 11:37 AM
To: dani
Cc: r-help using r-project.org
Subject: RE: standardized regression coefficients in GAM

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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