MATLAB: Regress – are the regression coefficient standardized

multiple linear regressionregressstandardization of coefficient

Hi
I am conducting a multiple linear regression analysis with the following regress command: [b,bint,r,rint,stats] = regress(y,X) Where b is the coefficient array. When I want to compare the different regression coefficients with each other in order to estimate the influence on the response in y I generally have to standardize the regression coefficients in order to make them comparable. My question is: Are the regression coefficients already standardized when applying the regress command OR do I have to do it manually?
Thank you very much.

Best Answer

No, regress doesn't normalize automatically the regression coefficients.
One workaround is to normalize your regressors with zscore
What about the intercept?
The standardization centers the data around 0 and the regression line should go through the origin. However, in small samples you may still get a significant alpha.
  • big sample: do not include the ones (but double check anyways, alpha should be 0 or non significant).
  • small sample: include the intercept.
Related Question