Solved – Normalized regression coefficients – interpretation

normalizationregression

I have data containing several variables. I ran a regression model. Prior to running the model I have normalized the dependent variable Y and the independent variables X1 and X2.

After receiving the output I want to interpret the results. For example, if the coefficient of X1 is 0.15, I know that it means that for addition of one standard deviation of X1, there is an increase of 0.15 standard deviations in Y, but this is not clear.

I want to go back to the original units of Y and X for interpretation. How do I do that ? Can I simply take the "normalized coefficients", multiply by the standard deviation of Y and add the mean of Y?

Something about it doesn't make me comfortable.

Best Answer

Firstly, why did you normalized Y? It will make your output harder to interpret, and it is often not necessary to standardize the dependent variable.

I presume you have centered and scaled you X's, you can backtransform them to interpret,

        # run your model with the X's standardized

        mean <- mean(x1)
        sd <- sd(x1)

    b1*(x1-mean)/sd 

#you can also plot

plot(y~x1)
curve(b0 + b1*(x1-mean)/sd, add=TRUE) 

I also recommend to use Y at its original scale, since standardization does not change the distribution shape.