Hi all, I have a question about standardization. Suppose I have training data which is a X matrix, of size N x p, where N is the number of samples, p is the number of variables in the data set. Y is a response vector of size N x 1, each element correspoding to each row of the X matrix. I do standardization on X, X1=scale(X, TRUE, TRUE), and Y1=scale(Y, TRUE, FALSE). And I got a regression coefficient vector Beta. I am wondering how to I manipulate this Beta to run the test? Is this Beta the same as the one we would obtain if we don't standization the training data? For testing data, I guess I should not standardize, otherwise, how can my predicted data match with the non-standardized test Y vector? If I do standardization on the test X matrix and Y vector, then I lose my physical meaning of prediction error -- it will be distorted... since, at the end of the day, I want to see the prediction accuracy in the origianl non-standardized domain... If I don't do standardization on the text X matrix and Y vector, I am not sure if that Beta obtained through standardization is usable here... I am confused by the fact that there is an extra intercept... and there is one additional coefficient called Beta0. How does that intercept interact with my standardization and not-standardization? Thanks a lot! [[alternative HTML version deleted]]