Find standardized coefficient in linear regression?
22 views (last 30 days)
Show older comments
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)
0 Comments
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.
See Also
Categories
Find more on Linear and Nonlinear Regression in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!