OptinMon 04 - Interpreting Linear Regression Coefficients

How to Get Standardized Regression Coefficients When Your Software Doesn’t Want To Give Them To You

October 26th, 2012 by

Standardized regression coefficients remove the unit of measurement of predictor and outcome variables.  They are sometimes called betas, but I don’t like to use that term because there are too many other, and too many related, concepts that are also called beta.

There are many good reasons to report them:

  • They serve as standardized effect size statistics.
  • They allow you to compare the relative effects of predictors measured on different scales.
  • They make journal editors and committee members happy in fields where they are commonly reported. (more…)

When Assumptions of ANCOVA are Irrelevant

October 15th, 2012 by

Every once in a while, I work with a client who is stuck between a particular statistical rock and hard place. It happens when they’re trying to run an analysis of covariance (ANCOVA) model because they have a categorical independent variable and a continuous covariate.

Stage 2

The problem arises when a coauthor, committee member, or reviewer insists that ANCOVA is inappropriate in this situation because one of the following ANCOVA assumptions are not met:

1. The independent variable and the covariate are independent of each other.

2. There is no interaction between independent variable and the covariate.

If you look them up in any design of experiments textbook, which is usually where you’ll find information about ANOVA and ANCOVA, you will indeed find these assumptions.  So the critic has nice references.

However, this is a case where it’s important to stop and think about whether the assumptions apply to your situation, and how dealing with the assumption will affect the analysis and the conclusions you can draw. (more…)


Confusing Statistical Term #7: GLM

August 9th, 2012 by

Like some of the other terms in our list–level and  beta–GLM has two different meanings.

It’s a little different than the others, though, because it’s an abbreviation for two different terms:

General Linear Model and Generalized Linear Model.

It’s extra confusing because their names are so similar on top of having the same abbreviation.

And, oh yeah, Generalized Linear Models are an extension of General Linear Models.

And neither should be confused with Generalized Linear Mixed Models, abbreviated GLMM.

Naturally. (more…)


The Difference Between Interaction and Association

March 23rd, 2012 by

It’s really easy to mix up the concepts of association (as measured by correlation) and interaction.  Or to assume if two variables interact, they must be associated.  But it’s not actually true.

In statistics, they have different implications for the relationships among your variables. This is especially true when the variables you’re talking about are predictors in a regression or ANOVA model.

stage 1

Association

Association between two variables means the values of one variable relate in some way to the values of the other.  It is usually measured by correlation for two continuous variables and by cross tabulation and a Chi-square test for two categorical variables.

Unfortunately, there is no nice, descriptive measure for association between one (more…)


Should You Always Center a Predictor on the Mean?

December 2nd, 2011 by

Centering predictor variables is one of those simple but extremely useful practices that is easily overlooked.

It’s almost too simple.

Centering simply means subtracting a constant from every value of a variable.  What it does is redefine the 0 point for that predictor to be whatever value you subtracted.  It shifts the scale over, but retains the units.

The effect is that the slope between that predictor and the response variable doesn’t (more…)


Interpreting Interactions Between Two Effect-Coded Categorical Predictors

October 21st, 2011 by

I recently received this great question:

Question:

Hi Karen,  ive purchased a lot of your material and read a lot of your pdf documents w.r.t. regression and interaction terms.  Its, now, my general understanding that interaction for two or more categorical variables is best done with effects coding, and interactions  cont v. categorical variables is usually handled via dummy coding.  Further, i may mess this up a little but hopefully you’ll get my point and more importantly my question, i understand that

1)  given a fitted line Y = b0 + b1 x1 + b2 x2 + b3 x1*x2, the interpretation for b3 is the diff of the effect of x1 on Y, when x2 changes one unit, if x1 and x2 are cont.  ( also interpretation can be reversed in terms of x1 and x2). (more…)