[R] does package "QuantPsych" function lm.beta can handle resultsof a regression with weights?

[Dimitri Liakhovitski]

Thanks a lot, Tom!

On Mon, Jul 26, 2010 at 9:24 AM, Tom Fletcher
<tom.fletcher.mp7e at statefarm.com> wrote:
> The original function was created for a simple example. It never was
> written to address weighted regression. A quick fix will work for you
> situation.
>
> ### The original is:
>
>
> lm.beta <-
> function (MOD)
> {
>    b <- summary(MOD)$coef[-1, 1]
>    sx <- sd(MOD$model[-1])
>    sy <- sd(MOD$model[1])
>    beta <- b * sx/sy
>    return(beta)
> }
>
> ####  A newer modification:
>
> lm.betaW <-
> function (MOD)
> {
>    b <- summary(MOD)$coef[-1, 1]
>    sx <- sd(MOD$model[-1][1])
>    sy <- sd(MOD$model[1])
>    beta <- b * sx/sy
>    return(beta)
> }
>
> The above should do the trick.
>
> TF
>
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
> On Behalf Of Dimitri Liakhovitski
> Sent: Thursday, July 22, 2010 12:35 PM
> To: r-help at r-project.org
> Subject: [R] does package "QuantPsych" function lm.beta can handle
> resultsof a regression with weights?
>
> Hello, and sorry for not providing an example.
> I run a regular linear regression (using lm) and use weights with it
> (weights = ...).
> I use "QuantPsych" package, its function lm.beta to extract standardized
> regression weights from my lm regression object.
>
> When I don't use weights, everything is fine.
> But when I do use weights, I get an error that refers to lm.beta code:
> "In b * sx : longer object length is not a multiple of shorter object
> length"
>
> This happens because there is an extra column in the object:
> regr$model that lm.beta is using to get at the betas.
> Is there some other package that just gives me the standardized
> regression weights - even if I used weights for regression?
>
> Thank you!
>
> --
> Dimitri Liakhovitski
> Ninah Consulting
> www.ninah.com
>
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>



-- 
Dimitri Liakhovitski
Ninah Consulting
www.ninah.com