Math Problem Statement

Calculate the standardized coefficients for A and B using the following information: "# Input correlation values r_y1 <- 0.07982481 # Correlation between X1 and Y r_y2 <- 0.25408597 # Correlation between X2 and Y r_12 <- 0.04279626 # Correlation between X1 and X2

Residual standard error from regression output

residual_se <- 0.09105

R-squared value from regression output

R_squared <- 0.9964

Standard deviations of predictors (A and B)

sd_X_A <- 5.72 # Standard deviation of predictor A sd_X_B <- 1.01 # Standard deviation of predictor B

Unstandardized coefficients (from regression output)

beta_A_unstd <- 0.2002379 beta_B_unstd <- 1.0040400

Standard errors of coefficients (from regression output)

se_A <- 0.0016007 se_B <- 0.0090629" and "the standard deviation of A is 5.72 and the standard deviation of B is 1.01."

Solution

To calculate the standardized coefficients for predictors AA (denoted as βA\beta_A) and BB (denoted as βB\beta_B), we will need to transform the unstandardized coefficients to their standardized form using the following formula:

βstd=βunstd×SD of XSD of Y\beta_{\text{std}} = \beta_{\text{unstd}} \times \frac{\text{SD of X}}{\text{SD of Y}}

Where:

  • βstd\beta_{\text{std}} is the standardized coefficient.
  • βunstd\beta_{\text{unstd}} is the unstandardized coefficient.
  • SD of X is the standard deviation of the predictor.
  • SD of Y is the standard deviation of the dependent variable (Y).

We are given the following information:

  • Unstandardized coefficients:

    • βA=0.2002379\beta_A = 0.2002379
    • βB=1.0040400\beta_B = 1.0040400
  • Standard deviations:

    • SD of AA = 5.72
    • SD of BB = 1.01
    • We need to calculate SD of YY using the formula derived from the R2R^2 value and the correlation coefficients.

Step 1: Calculate SD of Y

To calculate the SD of YY, we use the following relationship from the regression model:

R2=ry12+ry22+2ry1ry2r12\text{R}^2 = r_{y1}^2 + r_{y2}^2 + 2r_{y1}r_{y2}r_{12}

Where:

  • ry1r_{y1} is the correlation between X1X_1 and YY,
  • ry2r_{y2} is the correlation between X2X_2 and YY,
  • r12r_{12} is the correlation between X1X_1 and X2X_2.

Using this, we can estimate the SD of YY as follows: SD of Y=residual_se1R2\text{SD of Y} = \frac{\text{residual\_se}}{\sqrt{1 - \text{R}^2}}

Step 2: Compute Standardized Coefficients

Once we have the SD of YY, we can calculate the standardized coefficients for AA and BB using the formula provided above.

Let me do the calculations now. math

Given values

r_y1 = 0.07982481 # Correlation between X1 and Y r_y2 = 0.25408597 # Correlation between X2 and Y r_12 = 0.04279626 # Correlation between X1 and X2

residual_se = 0.09105 # Residual standard error R_squared = 0.9964 # R-squared value

sd_X_A = 5.72 # Standard deviation of predictor A sd_X_B = 1.01 # Standard deviation of predictor B

beta_A_unstd = 0.2002379 # Unstandardized coefficient for A beta_B_unstd = 1.0040400 # Unstandardized coefficient for B

Calculate SD of Y using the formula: SD_Y = residual_se / sqrt(1 - R_squared)

SD_Y = residual_se / math.sqrt(1 - R_squared)

Standardized coefficients formula:

beta_std = beta_unstd * (SD_X / SD_Y)

beta_A_std = beta_A_unstd * (sd_X_A / SD_Y) beta_B_std = beta_B_unstd * (sd_X_B / SD_Y)

beta_A_std, beta_B_stdThe standardized coefficients for the predictors are:

  • Standardized coefficient for A: βA=0.7548\beta_A = 0.7548
  • Standardized coefficient for B: βB=0.6683\beta_B = 0.6683

Would you like further details on the calculations, or do you have any other questions?

Here are some related questions to explore further:

  1. How does the R2R^2 value influence the interpretation of regression results?
  2. What is the significance of standardizing coefficients in regression models?
  3. How do residual standard errors impact the reliability of a regression model?
  4. How can we interpret the correlation between predictors in multiple regression?
  5. What role do standard deviations play in regression analysis?

Tip: Always ensure that the predictors have been scaled appropriately before comparing standardized coefficients, especially when they have different units of measurement.

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Math Problem Analysis

Mathematical Concepts

Regression Analysis
Standardized Coefficients
Correlation Coefficients
Standard Deviation

Formulas

Standardized Coefficient: β_std = β_unstd × (SD_X / SD_Y)
SD_Y = residual_se / sqrt(1 - R_squared)
R^2 = r_y1^2 + r_y2^2 + 2r_y1r_y2r_12

Theorems

Transformation of coefficients in regression
Role of R-squared in regression analysis

Suitable Grade Level

Graduate Level