Find standardized coefficient in linear regression?
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How can I get the standardized coefficient (beta) in linear regression? (e.g. the following code):
[overal,s,r] = xlsread('overal.csv');
alpha = overal(:,1);
beta= overal(:,2);
max_slope = overal(:,3);
age= overal(:,4);
Td=overal(:,5);
Diffstress=overal(:,6);
X1=[beta,max_slope,age,Td,Diffstress];
myFit1= LinearModel.stepwise(X1,alpha,'PEnter',0.09)
Answers (1)
Sandeep
on 25 Apr 2023
Hi Faezeh Manesh,
To obtain the standardized coefficients (beta) in linear regression, you can use the Coefficients property of the fitted LinearModel object.
You can refer the below code to understand how Coefficients can be used,
[overal,~,~] = xlsread('overal.csv');
alpha = overal(:,1);
beta = overal(:,2);
max_slope = overal(:,3);
age = overal(:,4);
Td = overal(:,5);
Diffstress = overal(:,6);
X1 = [beta, max_slope, age, Td, Diffstress];
myFit1 = LinearModel.stepwise(X1, alpha, 'PEnter', 0.09);
% Get the standardized coefficients
beta_hat = myFit1.Coefficients.Estimate(2:end); % exclude the intercept term
x_means = mean(X1, 1);
x_sds = std(X1, [], 1);
y_sd = std(alpha);
beta = beta_hat .* (x_sds ./ y_sd);
The estimated coefficients are obtained from the Estimate property of Coefficients returned by the LinearModel object. The x_means, x_sds, and y_sd variables are used to compute the standardized coefficients.
1 Comment
Faezeh Manesh
on 25 Apr 2023
Edited: Faezeh Manesh
on 27 Apr 2023
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