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= How do I compute the standard error of ''beta'' in a linear regression in SPSS?= | = How do I co,pute the standard error (s.e.) of ''beta'' in a linear regression in SPSS? = |
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How do I co,pute the standard error (s.e.) of ''beta'' in a linear regression in SPSS?
Two estimates of regression coefficients are given in SPSS. These are called B and beta and correspond to using raw score (response and predictor variables) and z-scored response and predictor variables respectively.
The Descriptives procedure [:FAQ/zscore: may be used] to obtain z-scores.
Alternatively (see for example Cohen and Cohen, 1983),
$$ \mbox{s.e.(beta) = s.e.(B)} \frac{\mbox{s.d.(covariate)}}{\mbox{s.d.(response)}}$$
Reference
Cohen J. and Cohen P. (1983) Applied multiple regression/correlation analysis for the behavioral sciences Second Edition. lawrence Erlbaum: Hillsdale, NJ.