Estimation of standardized regression coefficients

Lawrence S. Mayer, Mary Sue Younger

Research output: Contribution to journalArticle

10 Citations (Scopus)

Abstract

Often in reporting the results of a regression analysis, researchers, particularly in the social sciences, choose to standardize the estimators of the regression coefficients into what are called “beta coefficients.” Most studies in which beta coefficients are reported involve linear models which contain stochastic predictor variables. However, in dealing with regression models in which thep redictor variables are nonstochastic, standardized regression coefficients can be defined which are analogous to those found in the models with stochastic predictor variables. We consider the problem of estimating these parameters. Several estimators are introduced and their properties are discussed. Two data examples are included to demonstrate the empirical behavior of the various estimators.

Original languageEnglish (US)
Pages (from-to)154-157
Number of pages4
JournalJournal of the American Statistical Association
Volume71
Issue number353
DOIs
StatePublished - 1976
Externally publishedYes

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ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this

Estimation of standardized regression coefficients. / Mayer, Lawrence S.; Younger, Mary Sue.

In: Journal of the American Statistical Association, Vol. 71, No. 353, 1976, p. 154-157.

Research output: Contribution to journalArticle

Mayer, Lawrence S. ; Younger, Mary Sue. / Estimation of standardized regression coefficients. In: Journal of the American Statistical Association. 1976 ; Vol. 71, No. 353. pp. 154-157.
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