Estimation of Standardized Regression Coefficients
作者:
LawrenceS. Mayer,
MarySue Younger,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1976)
卷期:
Volume 71,
issue 353
页码: 154-157
ISSN:0162-1459
年代: 1976
DOI:10.1080/01621459.1976.10481506
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Often in reporting the results ofaregression 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.
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