05-04-2011 12:46 PM
05-06-2011 04:59 PM
10-09-2013 08:00 AM
Hello Ivm could you please, give me more information about how STDCOEF works or how to find that information? I get values of 29 and 20 as the stdcoef of my signicant variables, but i don't know how interpreting them beyond the fact tat the one with 29 is "better" than the 20. any suggestions?
10-09-2013 10:16 AM
There is very little information in the GLIMMIX documentation on this. My previous posting from ages ago basically tells you what is given in the documentation. In essence, for the fixed effects, GLIMMIX apparently scales (standardizes) all the X variables (including interactions) internally; this would make the optimization methods more stable (avoiding extremely large or small values). This scaling involves dividing each X by the square root of the sum of squares of the relevant X variables.This is not the usual standardization in linear models where the standard deviation of the Y is also utilized. After model fitting, 'unscaling' is done to get the parameters back on the scale of the original X (this is what is displayed). If you put in the STDCOEF option, you will get the scaled parameter estimates. You can read about this in the help documentation for GLIMMIX. Go to STDCOEF (under MODEL), and then go to NOCENTER option to see the equations. Centering means subtracting mean X (it can be done with or without this).
I don't think you should overly interpret the standardized parameter estimates. These are not the same as those you get in linear models (they are not unitless because the Y units are still embedded in the parameters, based on the documentation). However, since the response variable is the same for all the X predictors, then I suppose that one can roughly compare the magnitude of the standardized parameter estimates. But I would be careful even doing that.