[R] Getting betas in lm

[John Fox]

At 03:18 PM 4/27/2000 +0200, you wrote:

>Yes, I'm coming from SPSS... Interpreting beta weights is standard in 
>psychology and makes life a lot easier, because I don't have to keep in 
>mind the range of each and every scale my variables refer to.

This is probably not the place to debate the merits of standardized 
regression coefficients, but I agree with Peter Dalgaard that they are less 
useful that than they may at first appear, and in some contexts (such as 
with factors or interactions) are essentially uninterpretable.

>What do you mean by coefficients multiplied by the SD of the corresponding 
>x? Sounds wrong to me.
>

Actually, the standardized regression coefficient is b*sd(x)/sd(y) (where b 
is the unstandardized coefficient).

>"scale" works great! One problem: I know z-scores to be calculated
>
>z = (x-mean(x)) / sd(x)
>
>where sd(x) is the _sample_ standard deviation calculated with n and not 
>n-1. Have I gotten something wrong?

Because you're multiplying by sd(x) and dividing by sd(y), it doesn't 
matter what's in the denominator of the variance.

I hope that this helps.

John


|----------------------------------------------------|
| John Fox                          jfox at McMaster.ca |
| Department of Sociology        McMaster University |
|----------------------------------------------------|

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