How to know the increase/decrease Dependent variable when one standard deviation increases in R?-CodePudding

I'm stuck in using R. In a simple linear regression;

y=a b_1*x

I wanna know how much increase or decrease when one standard deviation of Independent Variable increases in R.

Do you know the way how to do it by using sapply() syntax?

CodePudding user response：

Scale your explanatory variable by the inverse of its standard deviation and re-run your model. Then a 1-unit increase of the scaled explanatory variable equals a 1-SD increase of the unscaled one.

You can also have a look at these two packages:

...or just multiply the coefficient from the unscaled model by the standard deviation, of course.

CodePudding user response：

Using the marginaleffects package – as suggested by @dufei – you can do:

library(marginaleffects)

mod <- lm(mpg ~ hp, data = mtcars)
cmp <- comparisons(mod, variables = list(hp = "sd"))
summary(cmp)

      Term                Contrast Effect Std. Error z value  Pr(>|z|)  2.5 %
    1   hp (x   sd/2) - (x - sd/2) -4.678     0.6938  -6.742 1.558e-11 -6.038
      97.5 %
    1 -3.318

    Model type:  lm 
    Prediction type:  response

Disclaimer: I am the author of marginaleffects.