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 (denoted as ) and (denoted as ), we will need to transform the unstandardized coefficients to their standardized form using the following formula:
Where:
- is the standardized coefficient.
- 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:
-
Standard deviations:
- SD of = 5.72
- SD of = 1.01
- We need to calculate SD of using the formula derived from the value and the correlation coefficients.
Step 1: Calculate SD of Y
To calculate the SD of , we use the following relationship from the regression model:
Where:
- is the correlation between and ,
- is the correlation between and ,
- is the correlation between and .
Using this, we can estimate the SD of as follows:
Step 2: Compute Standardized Coefficients
Once we have the SD of , we can calculate the standardized coefficients for and 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:
- Standardized coefficient for B:
Would you like further details on the calculations, or do you have any other questions?
Here are some related questions to explore further:
- How does the value influence the interpretation of regression results?
- What is the significance of standardizing coefficients in regression models?
- How do residual standard errors impact the reliability of a regression model?
- How can we interpret the correlation between predictors in multiple regression?
- 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.
Ask a new question for Free
By Image
Drop file here or Click Here to upload
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
Related Recommendation
Linear Regression Formula to Calculate B from A and C
Compute Coefficient of Determination from Correlation Coefficient
Linear Regression Equation from Correlation Table Data
Linear Regression Equation Calculation and Interpretation for Factory Box Output
Calculate the Absolute Value of Correlation Coefficient from a Regression Table