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ERIC Number: EJ945609
Record Type: Journal
Publication Date: 2011-Oct
Pages: 21
Abstractor: As Provided
ISBN: N/A
ISSN: ISSN-0033-3123
EISSN: N/A
Biases and Standard Errors of Standardized Regression Coefficients
Yuan, Ke-Hai; Chan, Wai
Psychometrika, v76 n4 p670-690 Oct 2011
The paper obtains consistent standard errors (SE) and biases of order O(1/n) for the sample standardized regression coefficients with both random and given predictors. Analytical results indicate that the formulas for SEs given in popular text books are consistent only when the population value of the regression coefficient is zero. The sample standardized regression coefficients are also biased in general, although it should not be a concern in practice when the sample size is not too small. Monte Carlo results imply that, for both standardized and unstandardized sample regression coefficients, SE estimates based on asymptotics tend to under-predict the empirical ones at smaller sample sizes. (Contains 9 tables and 1 figure.)
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Publication Type: Journal Articles; Reports - Descriptive
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A
Grant or Contract Numbers: N/A