[R] enhanced Question to stand. Beta

John Fox jfox at mcmaster.ca
Tue Mar 5 14:37:10 CET 2002


Dear Joerg,

At 09:40 AM 3/5/2002 +0100, you wrote:

>a question that connect to the question of Frederik Karlsons about 'how
>to stand. betas'
>With the stand. betas i can compare the influence of the different
>explaning variables. What do i with the betas of factors? I can't use
>the solution of JohnFox, because there is no sd of an factor. How can i
>compare the influence of the factor with the influence of the numeric
>variables?

The simple function in my response to Frederik Karlsons's question will
work with a model that includes factors, producing a standardized
coefficient for each column of the model matrix (except the constant), but
the result is not sensible, depending for example on the contrast coding. I
don't believe that there is a sensible answer to your question, and
moreover, I would argue that standardized coefficients are not even
terribly useful for comparing the "influence" of quantitative predictors.

By the way, the function that I included in my previous message
inadvertently used the response function in my car library to extract the
response variable from the model. Without this library attached, one could
substitute model.response(model.frame((mod))).

Regards,
  John
-----------------------------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
email: jfox at mcmaster.ca
phone: 905-525-9140x23604
web: www.socsci.mcmaster.ca/jfox
-----------------------------------------------------

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