--- On Sat, 20/6/09, [email protected] wrote:
Why do I have to standardize the dependent variable as
well? If I standardize it, the constant won't be
significant anymore. Without standardizing the constant
is highly significant in my case.
This is not surprising, actually we a-priori know that that
constant should be exactly zero (which is the null-hypothesis
that the reported significance level tests).
This is easiest to see in a bivariate regression between y
and x. In this case there a couple of properties that are
relevant:
1) If we standardize a variable then the mean will become 0.
2) If we fit a regression then the regression line will go
through the point [mean(x), mean(y)]
3) The constant is the y-value on the regression line when
x equals zero
Combining properties 1) and 2) we know that a standardized
regression line will go through the point (0,0). Combining
this with propery 3) shows that the constant of a
standardized standardized regression line is by definition
equal to zero.
To answer your question, I would say that if you want to
report standardized coefficients you should standardize
both the dependent and indpendent variables, not because
there is some magical/statistical Law that proscribes it,
but because this is what is meant with standardization in
most disciplines. If you do it differently you will just
cause confusion with your readers.
-- Maarten
-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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