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0.1902
2012 Aug 07
1
lm with a single X and step with several Xi-s, beta coef. quite different:
Hi, (R version 2.15.0)
I am running a pgm with 1 response (earlier standardized Y) and 44
independent vars (Xi) from the same data =a2:
When I run the 'lm' function on single Xi at a time, the beta
coefficient for let's say X1 is = -0.08 (se=0.03256)
But when I run the same Y with 44 Xi-s with the 'step' function (because
I left direction parameter empty, I assume a backward