User Tools

Site Tools


beta_coefficients

This is an old revision of the document!


Beta coefficients in regression

$$ \beta = b * \frac{sd(x)}{sd(y)} $$

# import test score data "tests_cor.csv"
tests <- read.csv("http://commres.net/wiki/_media/r/tests_cor.csv")
colnames(tests) <- c("ser", "sat", "clep", "gpa")
tests <- subset(tests, select=c("sat", "clep", "gpa"))
attach(tests)
lm.gpa.clep <- lm(gpa ~ clep, data = tests)
summary(lm.gpa.clep)
Call:
lm(formula = gpa ~ clep, data = tests)

Residuals:
      Min        1Q    Median        3Q       Max 
-0.190496 -0.141167 -0.002376  0.110847  0.225207 

Coefficients:
            Estimate Std. Error t value Pr(>|t|)    
(Intercept)  1.17438    0.38946   3.015 0.016676 *  
clep         0.06054    0.01177   5.144 0.000881 ***
---
Signif. codes:  
0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 0.1637 on 8 degrees of freedom
Multiple R-squared:  0.7679,	Adjusted R-squared:  0.7388 
F-statistic: 26.46 on 1 and 8 DF,  p-value: 0.0008808
beta_coefficients.1558406592.txt.gz · Last modified: 2019/05/21 11:43 by hkimscil

Donate Powered by PHP Valid HTML5 Valid CSS Driven by DokuWiki