R help - Jan 2006 - Standardized beta-coefficients in regression

Hello list,

I am used to give a lot of attention to the standardized regression 
coefficients, which in SPSS are listed automatically. 

Is there alternative to running the last two lines in the following example to 
get all the information?

ctl <- c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14)
trt <- c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69)
summary( lm(ctl ~ trt) )
summary( lm(scale(ctl) ~ scale(trt)) )

Any hints are appreciated.

	Walter.

-- 
Dr. Walter H. Schreiber
Dept. of Psychology
University of Koblenz-Landau

Try this, possibly with a better name:

f <- function(formula, ...) {
	print(summary(lm(formula, ...)))
	formula <- update(formula, scale(.) ~ scale(.))
	print(summary(lm(formula, ...)))
}

f(ctl ~ trt)


On 1/16/06, Dr. Walter H. Schreiber <whschreiber at onlinehome.de>
wrote:
> Hello list,
>
> I am used to give a lot of attention to the standardized regression
> coefficients, which in SPSS are listed automatically.
>
> Is there alternative to running the last two lines in the following example
to
> get all the information?
>
> ctl <- c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14)
> trt <- c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69)
> summary( lm(ctl ~ trt) )
> summary( lm(scale(ctl) ~ scale(trt)) )
>
> Any hints are appreciated.
>
>        Walter.
>
> --
> Dr. Walter H. Schreiber
> Dept. of Psychology
> University of Koblenz-Landau
>
> ______________________________________________
> R-help at 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
>

On Mon, 16 Jan 2006, Dr. Walter H. Schreiber wrote:
> Hello list,
>
> I am used to give a lot of attention to the standardized regression
> coefficients, which in SPSS are listed automatically.
I do wonder why?  Most people I have encountered who do that are 
interpreting them in invalid ways.
> Is there alternative to running the last two lines in the following example
to
> get all the information?
Yes, but why do you want one?  (You don't need summary, just coef, in the 
second line, and you also do not need an intercept.)  For a single 
regressor as here, just cor(ctl, trt).
> ctl <- c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14)
> trt <- c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69)
> summary( lm(ctl ~ trt) )
> summary( lm(scale(ctl) ~ scale(trt)) )
-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

On Mon, 16 Jan 2006, Dr. Walter H. Schreiber wrote:
> Hello list,
>
> I am used to give a lot of attention to the standardized regression
> coefficients, which in SPSS are listed automatically.
>>> Prof Brian Ripley <ripley at stats.ox.ac.uk>  >>>
replied
<<<
I do wonder why?  Most people I have encountered who do that are 
interpreting them in invalid ways.

and

Yes, but why do you want one?  (You don't need summary, just coef, in
the 
second line, and you also do not need an intercept.)  For a single 
regressor as here, just cor(ctl, trt).
>>>
One reason might be that the American Psychological Ass'n requres them
for it's regression tables.  As to why the APA requires them, I couldn't
say,
but require them they do.  


Peter

Unfortunately I found myself in the same position as outlined above, where I
was requested to reproduce 'standardized regression coefficients' as
reported by SPSS. Below an example that produces something very similar to
the results table from an SPSS "Linear Regression" procedure,
including the
standardized regression coefficients:

mylm <- lm(Sepal.Width ~ ., data=iris, x=TRUE, y=TRUE)
sd.x <- sd(mylm$x);
sd.y <- sd(mylm$y);
std.coef <- coef(mylm) * (sd.x / sd.y);
coef.table <- as.data.frame(summary(mylm)$coefficients);
coef.table <- cbind(coef.table, std.coef);
print(coef.table);

I do agree with B.R. but unfortunately the life of an applied statistician
is complex sometimes :-)

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