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04-11-2018 11:12 AM

I am trying to analyse my regression results and I need to interpret the economic magnitude of specific independent variable in terms of its standard deviation.

For example: Y = a + bX + u

In general, one can say that when X increases by one unit, Y is expected to increase by 'b' value.

Alternatively, one can say that when X increases by one standard deviation, Y is expected to increase by 'some' value.

How to obtain this 'some' value in SAS?

To my understanding, formulary, for std change in X, Y would change : [b*std(y)] / mean(y). I am not sure if this formula is correct.

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Posted in reply to ducman1611

04-11-2018 12:58 PM

If N is the number of SD from the mean of X wouldn't you want:

a + bX* (meanX+N*sdX)

?

an Example:

data have; input x y; cards; 1 3 2 6 3 9 4 12 5 14 6 18 7 20 8 24 9 26 10 28 ; proc reg data=have; model Y=X; run; proc means data=have; var x y; run;

results in: MeanX=5.5 sdX=3.02765 bX=2.83636 a=.4

Thus, 2 sd above mean would be x=11.5553

.4 +2.83636*11.553=33.17499

Art, CEO, AnalystFinder.com

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Posted in reply to ducman1611

04-11-2018 01:02 PM

Alternatively, one can say that when X increases by one standard deviation, Y is expected to increase by 'some' value.

How to obtain this 'some' value in SAS?

Y increases by b * (one standard deviation of X)

--

Paige Miller

Paige Miller