文档介绍：Multiple Regression Analysis: Further Issues
y = b0 + b1x1 + b2x2 + . . . bkxk + u
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Redefining Variables
Changing the scale of the y variable will lead to a corresponding change in the scale of the coefficients and standard errors, so no change in the significance or interpretation
Changing the scale of one x variable will lead to a change in the scale of that coefficient and standard error, so no change in the significance or interpretation
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因变量或自变量以对数形式出现,改变度量单位不会影响斜率系数,只会改变截距项。
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Beta Coefficients
Occasional you’ll see reference to a “standardized coefficient” or “beta coefficient” which has a specific meaning
Idea is to replace y and each x variable with a standardized version – . subtract mean and divide by standard deviation
Coefficient reflects standard deviation of y for a one standard deviation change in x
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Beta Coefficients (cont)
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