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unibet
2009 Jul 14
1
Linear Regression Problem
...o get mean zero and s.d 1 . But still I get very high
values of regression coefficients. If I scale X matrix, then the regression
coefficients will bahave as a correlation coefficient and they should not be
more than 1. Am I right? I do not whats going wrong.
Thanks for your help.
Alex
*Code:*
UniBeta <- sapply(1:dim(X)[2], function(k)
+ summary(lm(y~X[,k]))$coefficients[2,1])
pval <- sapply(1:dim(X)[2], function(l)
+ summary(lm(y~X[,l]))$coefficients[2,4])
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