On Mon, 16 Apr 2001 20:24:10 -0500, "d.u." <[EMAIL PROTECTED]>
wrote:
> Hi everyone. In the case of standardized regression coefficients (beta),
> do they have a range that's like a correlation coefficient's? In other
> words, must they be within (-1,+1)? And why if they do? Thanks!
>
There is no limit on the raw coefficient, b, so there is no limit on
beta= b/SD.
In practice, b gets large when there is a suppressor relationship, so
that the x1-x2 difference is what matters, e.g., (10x1-9x2).
Beta is about the size of the univariate correlation when the
co-predictors balance out in their effects. I usually want to
consider a different equation if any beta is greater than 1 or
has the opposite sign from its corresponding, initial r -- for
instance, I might combine (X1, X2) in a rational way.
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
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