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Re: AW: st: AW: beta coefficients for interaction terms


From   lschoele@rumms.uni-mannheim.de
To   statalist@hsphsun2.harvard.edu
Subject   Re: AW: st: AW: beta coefficients for interaction terms
Date   Mon, 22 Jun 2009 11:59:02 +0200

Thank you very much for your help

Best,
Lisa

Zitat von Maarten buis <maartenbuis@yahoo.co.uk>:


--- On Sat, 20/6/09, lschoele@rumms.uni-mannheim.de wrote:
Why do I have to standardize the dependent variable as
well? If I standardize it, the constant won't be
significant anymore. Without standardizing the constant
is highly significant in my case.

This is not surprising, actually we a-priori know that that
constant should be exactly zero (which is the null-hypothesis
that the reported significance level tests).

This is easiest to see in a bivariate regression between y
and x. In this case there a couple of properties that are
relevant:

1) If we standardize a variable then the mean will become 0.

2) If we fit a regression then the regression line will go
through the point [mean(x), mean(y)]

3) The constant is the y-value on the regression line when
x equals zero

Combining properties 1) and 2) we know that a standardized
regression line will go through the point (0,0). Combining
this with propery 3) shows that the constant of a
standardized standardized regression line is by definition
equal to zero.

To answer your question, I would say that if you want to
report standardized coefficients you should standardize
both the dependent and indpendent variables, not because
there is some magical/statistical Law that proscribes it,
but because this is what is meant with standardization in
most disciplines. If you do it differently you will just
cause confusion with your readers.

-- Maarten

-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://home.fsw.vu.nl/m.buis/
-----------------------------------------







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