[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: RE: standardized parameter for dichotmious variable in a regr
I agree with Maarten.
The beta coefficients measure impact on the conditional MEAN of Y.
If you believe that r-square measures strength of
association in the simple X-Y case, then you should use the partial r
square in multiple regression.
This works for dichotomous and continuous covariates. The partial
correlations are ranked in
the same order as the absolute value of the t-statistics for each
Think of a simple X-Y regression. You can have a "strong" X-Y
association (as indicated by the SAME high R-square)
in two ways, holding the X's constant.
1. Large slope but relatively high residual SD.
2. Small slope but small residual SD.
In fact, holding the X's constant, one regression plot can be
transformed into the other by changing the
units of Y. Only r-square is invariant to this kind of
transformation in the Y's (or in the X's, for that matter.)
* For searches and help try: