[R-lang] comparing regression coefficients

Lngmyers lngmyers at ccu.edu.tw
Fri Sep 7 05:58:32 PDT 2007


All this talk about p-values for LME and mcmc reminds me of an old 
question. To compare the sizes of the coefficients within a single 
ordinary linear regression model, we can standardize them (by 
multiplying each by sd(x)/sd(y)) and look at the difference in their 
sizes. But we're not allowed to test whether this difference is 
statistically significant. I don't know enough math to know why not.

Why couldn't we test the null hypothesis by resampling? Compute the 
standardized regression coefficients for each new sample, and count how 
many samples show a difference at least as large as the difference for 
the actual data.

Is there any literature on this? Any a priori objections?

-- 
James Myers
Graduate Institute of Linguistics
National Chung Cheng University
168 University Road, Min-Hsiung
Chia-Yi 62102
TAIWAN


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