[R] Getting betas in lm

[Peter Dalgaard BSA]

Prof Brian D Ripley <ripley at stats.ox.ac.uk> writes:

> On Thu, 27 Apr 2000, Ragnar Beer wrote:
> 
> > Howdy,
> > 
> > is there a simple way to get beta weights from lm? So far I've done 
> > z-transformations of the variables before using them in lm.
> 
> Could you please explain your notation?  coef(fit) gives the coefficients,
> which may be what you want.

This is probably the SPSS abomination for "standardized coefficients"
sticking its head up, i.e. coefficients multiplied by the SD of the
corresponding x. [This is really great fun when you use SPSS along
with teaching materials which uses beta for (the true value of) the
regression parameters, which *is* the standard notation in theoretical
statistics.]

z-transforming is correct (insofar as the whole concept makes sense).
If you have only numeric predictors, it might be handy to give it as a
matrix scale(cbind(x1,x2,...)), for the general case, one could do
that to model.matrix(formula), but it gets unwieldy to give a general
solution (and the interpretation of std.coef. for factor contrasts is
dubious anyway). Watch out for NAs, by the way!

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907
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