Add Standardized Regression Coefficients to lm-Objects
Adds standardized regression coefficients to objects created by lm
.
Also extends the S3 methods print
, summary
and coef
with additional boolean argument standardized.
Please regard:
Package lm.beta
works in the way of common statistical softwares like SPSS by standardizing the coefficients after estimating them using the standard deviations or similar measures of the used variables. So there are unstandardized and standardized coefficients available simultaneously.
Standardizing before estimating is not (yet) available in this package, but by using the command scale
you can do this by using basic commands. Hereby please regard that the option center
influences the way of interpretation of the intercept.
Package lm.beta
standardizes all coefficients disregarding the use in interpretation. In this version, all types of scales of the variables (metrical, categorical, ...), all types of contrasts, interaction effects and additional terms on both sides of the formula can be handled if lm
can handle them. The sensitive use in interpretation has to be regarded by the user.
Package: | lm.beta |
Type: | Package |
Version: | 1.5-1 |
Date: | 2014-12-28 |
License: | GPL(>=2) |
Stefan Behrendt <r@behrendt-stefan.de>
Urban, D., Mayerl, J., Sackmann, R. (Hrsg.) Regressionsanalyse : Theorie, Technik und Anwendung, VS-Verlag, 4. Aufl.
Vittinghoff, E. et al (2005) Regression methods in biostatistics: Linear, logistic, survival, and repeated measures models, Springer, p 75
## Taken from lm help ## ## Annette Dobson (1990) "An Introduction to Generalized Linear Models". ## Page 9: Plant Weight Data. 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) group <- gl(2, 10, 20, labels = c("Ctl","Trt")) weight <- c(ctl, trt) lm.D9 <- lm(weight ~ group) # standardize lm.D9.beta <- lm.beta(lm.D9) print(lm.D9.beta) summary(lm.D9.beta) coef(lm.D9.beta)
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