Procedures for Estimating Standardized Regression Coefficients From Sample Data

Lawrence S. Mayer and Mary Sue Younger
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Lawrence S. Mayer: Department of Statistics Virginia Polytechnic Institute and State University
Mary Sue Younger: Department of Statistics Virginia Polytechnic Institute and State University

Sociological Methods & Research, 1974, vol. 2, issue 4, 431-453

Abstract: This paper is concerned with the role played by the standardized regression coefficients in linear regression analysis. The linear regression model is reparameterized to explicitly contain standardized regression coefficients. Several estimators of these coefficients are considered. It is shown that the usual beta coefficient is a good estimator of the coefficients in the linear regression model with random predictor variables. However, in the linear regression model with nonstochastic predictors, alternative estimators are better than the usual beta coefficient. A sociological application is included in order to display the empirical behavior of the various estimators.

Date: 1974
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Persistent link: https://EconPapers.repec.org/RePEc:sae:somere:v:2:y:1974:i:4:p:431-453

DOI: 10.1177/004912417400200403

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