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Standardized regression coefficients using lm() and scale() differ from those using lm.beta() or cor()

I have two variables and I want to find the correlation between them. The issues is that I seem to be getting different results depending on which method I use.

One method I know of is to run a lm() function with the independent and dependent variables in the scale() function.

So with the variables below that would look like:

lm(scale(mainDataframe$relativeFemHappy) ~ scale(mainDataframe$allRights))

Other methods I know of are to simply use the cor() function or the lm.beta() function.

So that would like like:

cor(mainDataframe$relativeFemHappy, mainDataframe$allRights, use="pairwise.complete.obs")

and

library(lm.beta)
lm.beta(lm(mainDataframe$relativeFemHappy ~ mainDataframe$allRights))

The issue is that the results I'm getting are different:

> lm(scale(mainDataframe$relativeFemHappy) ~ scale(mainDataframe$allRights))

Call:
lm(formula = scale(mainDataframe$relativeFemHappy) ~ scale(mainDataframe$allRights))

Coefficients:
                   (Intercept)  scale(mainDataframe$allRights)  
                     -0.002478                       -0.272812  

> lm.beta(lm(mainDataframe$relativeFemHappy ~ mainDataframe$allRights))
mainDataframe$allRights 
             -0.2550056 
> cor(mainDataframe$relativeFemHappy, mainDataframe$allRights, use="pairwise.complete.obs")
[1] -0.2550056

So with first method using lm() and scale() I'm getting a coefficient of 0.2728, while the lm.beta() and cor() method gives me a coefficient of -0.225

I'm would love to know what's causing this. Thanks.

    mainDataframe.allRights mainDataframe.relativeFemHappy
1                 1.3333333                   0.0653854461
2                        NA                  -0.0943358596
3                 1.0000000                  -0.3559994842
4                 2.0000000                   0.0542260426
5                 1.3333333                  -0.1125838731
6                        NA                   0.0647522523
7                 1.6666667                  -0.1119041715
8                 1.0000000                   0.0564865005
9                 1.3333333                   0.2199685735
10                1.3333333                   0.3016471599
11                0.6666667                   0.6291666667
12                       NA                  -0.1322754782
13                       NA                  -0.7031950673
14                1.6666667                   0.5382193869
15                0.6666667                   0.0515831008
16                1.3333333                  -0.2406053407
17                       NA                  -0.3188695664
18                1.3333333                  -0.2132530855
19                1.3333333                  -0.1051805386
20                1.3333333                   0.5137880544
21                1.3333333                  -0.1591651057
22                       NA                   0.3518542315
23                1.6666667                  -0.3134255036
24                2.3333333                  -0.0353351079
25                1.3333333                  -0.3069227981
26                1.3333333                   0.4518921825
27                1.3333333                  -0.0106520766
28                2.0000000                  -0.1744353706
29                1.3333333                  -0.5486947791
30                2.0000000                  -0.1683776581
31                2.0000000                  -0.1141202547
32                2.6666667                   0.1352620331
33                2.3333333                            NaN
34                1.3333333                  -0.4105513765
35                1.3333333                  -0.3623256900
36                1.3333333                  -0.1843162243
37                2.0000000                  -0.2813061511
38                1.3333333                  -0.2735289841
39                1.0000000                  -0.3703465553
40                1.3333333                  -0.0399500250
41                1.3333333                  -0.0798679868
42                       NA                  -0.1494736842
43                0.6666667                   0.2510419233
44                2.3333333                  -0.1636337231
45                3.0000000                  -0.2588880820
46                0.3333333                   0.5142450779
47                1.6666667                  -0.0927171343
48                1.3333333                   0.2302559822
49                1.3333333                  -0.1605876144
50                1.3333333                   0.0224237663
51                1.3333333                  -0.3474095401
52                1.3333333                   0.0879899428
53                       NA                  -0.2959860780
54                2.0000000                  -0.0678765880
55                2.3333333                  -0.2593966749
56                2.6666667                  -0.3066565041
57                1.6666667                   0.0659408848
58                1.6666667                   0.3153641680
59                1.3333333                  -0.4080779390
60                1.3333333                   0.1695402299
61                2.0000000                  -0.1246312234
62                1.6666667                  -0.4569675001
63                2.0000000                   0.1021491160
64                1.3333333                  -0.1375955915
65                       NA                   0.0007769658
66                1.3333333                  -0.0427901329
67                2.3333333                   0.0918414523
68                1.3333333                   0.1675599213
69                1.3333333                   0.0667226151
70                1.0000000                   0.6140938930
71                1.3333333                   0.0139284251
72                2.0000000                  -0.0253022876
73                1.3333333                   0.0767676768
74                1.3333333                  -0.3298592768
75                0.3333333                   0.4164929718
76                       NA                   0.2050189429
77                1.6666667                   0.1017706560
78                0.6666667                   0.6626247039
79                1.3333333                   0.1182371519
80                0.0000000                  -0.1336948622
81                0.6666667                   0.2007353845
82                2.0000000                  -0.0111828561
83                1.3333333                   0.0728503690
84                1.3333333                   0.3259760711
85                       NA                   0.1190302497
86                1.0000000                   0.1194620625
87                0.6666667                   0.0453267607
88                2.0000000                   0.0911983186
89                1.3333333                   0.1566666667
90                0.0000000                   0.0907911338
91                1.6666667                   0.0898769242
92                       NA                  -0.1525686518
93                3.0000000                  -0.0293211263
94                1.6666667                   0.6627064577
95                1.3333333                   0.5176272062
96                       NA                   0.4856334661
97                2.0000000                  -0.0205725729
98                1.6666667                  -0.2117421455
99                1.3333333                  -0.0930969019
100               2.0000000                  -0.0367682733
101               1.3333333                   0.3817815271
102                      NA                  -0.2265089463
103                      NA                   0.1038953135
104                      NA                  -0.0329032045
105               1.0000000                  -0.0223175342
106                      NA                   0.0393768703
107                      NA                  -0.1385969952
108                      NA                   0.1356859273
109               2.0000000                   0.0107975036
110                      NA                   0.0979167949
111               0.6666667                  -0.0342344955
112                      NA                  -0.0050468143
113                      NA                  -0.0895239553
114                      NA                  -0.0465631929
115                      NA                   0.3002016217
116               2.6666667                  -0.1137102105
117               0.6666667                   0.0882938923
118                      NA                   0.4241776220
119                      NA                   0.1236421047
120                      NA                   0.2142170169
121                      NA                   0.0387629732
122               1.0000000                  -0.0567106487
123                      NA                   0.0336110922
124                      NA                   0.1359546531
125                      NA                  -0.0764485186
126                      NA                   0.3689020044
127                      NA                   0.4295649361
128                      NA                  -0.1044761961
129               1.0000000                  -0.2089427217
130                      NA                   0.2015707900
131               1.6666667                  -0.0740150225
132                      NA                   0.0851963992
133                      NA                   0.1023532212
134               1.3333333                  -0.0808608360
135                      NA                   0.2427526973
136                      NA                  -0.0551786818
137               3.0000000                   0.0660331924
138                      NA                  -0.3727922200
139                      NA                   0.1102447610
140                      NA                  -0.2057888977
141                      NA                  -0.1719448695
142               2.3333333                  -0.2175613073
143                      NA                  -0.2613899294
144                      NA                   0.0756224178
145               1.3333333                  -0.1586860559
146                      NA                  -0.1028082059
147               1.6666667                  -0.0093129029
148                      NA                   0.2982334465
149                      NA                  -0.2291732892
150                      NA                  -0.3709208321
151                      NA                   0.0254403690
152                      NA                  -0.2755686789
153                      NA                   0.1773620638
154               0.6666667                   0.1088370006
155                      NA                   0.0951056627
156                      NA                  -0.3433133733
157                      NA                  -0.0837993745
158                      NA                  -0.3437314283
159                      NA                  -0.2230338635
160                      NA                   0.0075808250
161                      NA                   0.0706623401
162                      NA                   0.0185266374
163                      NA                   0.0063326421
164                      NA                   0.0671828617
165                      NA                  -0.1791227448
166                      NA                  -0.0233741378
167                      NA                  -0.0233616222
168                      NA                   0.5177982205
169                      NA                  -0.0210875370
170                      NA                  -0.0955256618
171                      NA                   0.2049268262
172                      NA                  -0.0165755643
173                      NA                   0.3305190592
174                      NA                   0.1140276893
175                      NA                  -0.1494444444
176                      NA                   0.0485406351
177                      NA                   0.1383207807
178                      NA                  -0.0726862507
179                      NA                   0.0389694042
like image 686
Martin Alexander Avatar asked Aug 26 '16 04:08

Martin Alexander


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1 Answers

Have a check on this:

## normalization before joint removal of `NA`
attributes(scale(mainDataframe))[3:4]
#$`scaled:center`
#       allRights relativeFemHappy 
#     1.483660123      0.005227296 

#$`scaled:scale`
#       allRights relativeFemHappy 
#       0.5926344        0.2411674 

## normalization after joint removal of `NA`
x <- na.omit(mainDataframe)
attributes(scale(x))[3:4]
#$`scaled:center`
#       allRights relativeFemHappy 
#      1.47524752       0.00462978 

#$`scaled:scale`
#       allRights relativeFemHappy 
#       0.5894377        0.2580075 

As you can see, the mean and standard deviation are different.

Now, if you use lm for the complete cases x, you get what you expected:

lm(scale(relativeFemHappy) ~ scale(allRights) - 1, data = x)
#Coefficients:
#scale(allRights)  
#          -0.255  

Note I have used -1 in the formula to drop intercept.

like image 190
Zheyuan Li Avatar answered Oct 16 '22 19:10

Zheyuan Li