scaled.coef {mpae} | R Documentation |
Scaled (standardized) coefficients
Description
Computes the standardized (regression) coefficients, also called beta coefficients or beta weights, to quantify the importance (the effect) of the predictors on the dependent variable in a multiple regression analysis where the variables are measured in different units.
Usage
scaled.coef(object, ...)
## Default S3 method:
scaled.coef(object, scale.response = TRUE, complete = FALSE, ...)
Arguments
object |
an object for which the extraction of model coefficients is meaningful. |
... |
further arguments passed to or from other methods. |
scale.response |
logical indicating if the response variable should be standardized. |
complete |
for the default (used for lm, etc) and aov methods: logical indicating if the full coefficient vector should be returned also in case of an over-determined system where some coefficients will be set to NA. |
Details
The beta weights are the coefficient estimates resulting from a regression
analysis where the underlying data have been standardized so that the
variances of dependent and explanatory variables are equal to 1.
Therefore, standardized coefficients are unitless and refer to how many
standard deviations a dependent variable will change, per standard deviation
increase in the predictor variable.
See https://en.wikipedia.org/wiki/Standardized_coefficient or
QuantPsyc::lm.beta
.
Based on QuantPsyc::lm.beta
.
Value
A named vector with the scaled coefficients.
See Also
Examples
fit <- lm(fidelida ~ velocida + calidadp, hbat)
coef(fit)
scaled.coef(fit)
fit2 <- lm(scale(fidelida) ~ scale(velocida) + scale(calidadp), hbat)
coef(fit2)
fit3 <- lm(fidelida ~ scale(velocida) + scale(calidadp), hbat)
coef(fit3)
scaled.coef(fit, scale.response = FALSE)