XIII Workshop of the Probability and Statistics group
CIDMA & Dmat - University of Aveiro
Speaker: Jorge Cabral - Department of Mathematics, University of Aveiro
Title of the talk: On the magnitude of standardized coefficients
Abstract: Understanding the magnitude and distribution of standardized linear regression coefficients is of great relevance since the main reason for their use is their controversial usefulness for comparing the relative importance of predictors. Some authors have shown that the magnitude of standardized coefficients can be greater than one, although with limitations (in the number of predictors), inconsistencies (in the distribution of the coefficients), and some lack of mathematical proof. Despite this, the doubt still arises and the idea that standardized coefficients are numerically bounded is still wrongly diffused. The aim of this talk is to analytically, computationally and visually, prove that standardized coefficients may not be numerically bounded by ±1.Jorge Cabral holds a Master in Medical Statistics and is currently attending the last year of the joint PhD course in Applied Mathematics from the University of Aveiro, Oporto and Minho. His main research focuses on modelling and feature selection using the maximum entropy framework with application to medical data.
Orcid: 0000-0001-5721-4550