At 15:51 07/02/2007, Brian S Cade wrote: >There was a nice paper in The American Statistician by Johan Bring (1994. >How to standardize regression coefficients. The American Statistician >48(3):209-213) pointing out that comparing ratios of t-test statistic >values (for null hypothesis that parameter = 0) is equivalent to comparing >ratios of standardized coefficients where standardization is based on the >partial (conditional) standard deviations of the parameter estimates. And >this is equivalent to thinking about the incremental improvement in >R-squared that is obtained by including a variable in the regression model >after all others are already in the model. It would seem possible to >extend this idea to categorical factor variables with more than 2 levels >(>1 indicator variable), given the relation between an F and t-test >statistic.
You may also be interested in http://www.tfh-berlin.de/~groemp/rpack.html As well as her package relaimpo this also links to her article in JSS which I found thought provoking. >Any way something to think about, though there are no doubt still >limitations in trying to equate effects of variables measured on disparate >scales. > >Brian > >Brian S. Cade > >U. S. Geological Survey >Fort Collins Science Center >2150 Centre Ave., Bldg. C >Fort Collins, CO 80526-8818 > >email: [EMAIL PROTECTED] >tel: 970 226-9326 > > > >"John Fox" <[EMAIL PROTECTED]> >Sent by: [EMAIL PROTECTED] >02/07/2007 07:49 AM > >To >"'Simon P. Kempf'" <[EMAIL PROTECTED]> >cc >r-help@stat.math.ethz.ch >Subject >Re: [R] enhanced question / standardized coefficients > > > > > > >Dear Simon, > >In my opinion, standardized coefficients only offer the illusion of >comparison for quantitative explanatory variables, since there's no deep >reason that the standard deviation of one variable has the same meaning as >the standard deviation of another. Indeed, if the variables are in the >same >units of measurement in the first place, permitting direct comparison of >unstandardized coefficients, then separate standardization of each X is >like >using a rubber ruler. > >That said, as you point out, it makes no sense to standardize the dummy >regressors for a factor, so you can just standardize the quantitative >variables (Y and X's) in the regression equation. > >I hope that this helps, > John > >-------------------------------- >John Fox >Department of Sociology >McMaster University >Hamilton, Ontario >Canada L8S 4M4 >905-525-9140x23604 >http://socserv.mcmaster.ca/jfox >-------------------------------- > > > -----Original Message----- > > From: [EMAIL PROTECTED] > > [mailto:[EMAIL PROTECTED] On Behalf Of Simon P. Kempf > > Sent: Wednesday, February 07, 2007 9:27 AM > > To: r-help@stat.math.ethz.ch > > Subject: [R] enhanced question / standardized coefficients > > > > Hello, > > > > > > > > I would like to repost the question of Joerg: > > > > > > > > Hello everybody, > > > > a question that connect to the question of Frederik Karlsons > > about 'how to stand. betas' > > With the stand. betas i can compare the influence of the > > different explaning variables. What do i with the betas of > > factors? I can't use the solution of JohnFox, because there > > is no sd of an factor. How can i compare the influence of the > > factor with the influence of the numeric variables? > > > > I got the same problem. In my regression equation there are > > several categorical variables and I would like to compute > > the standard coefficients. How can I do this? > > > > > > > > Simon > > > > > > > > > > > > > > > > > > > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > R-help@stat.math.ethz.ch mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide > > http://www.R-project.org/posting-guide.html > > and provide commented, minimal, self-contained, reproducible code. > >______________________________________________ >R-help@stat.math.ethz.ch mailing list >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide >http://www.R-project.org/posting-guide.html >and provide commented, minimal, self-contained, reproducible code. > > > [[alternative HTML version deleted]] Michael Dewey http://www.aghmed.fsnet.co.uk ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.