std_regression_coeffs

Output Standardized Regression Coefficients and R^2 for samples

Specification

• Alias: None

• Arguments: None

Description

Obtain standardized regression coefficients and coefficient of determination, R^2 from a linear regression model constructed from input-output samples for each response. Requires the new surrogates module.

Default Behavior

Off by default.

Expected Output

When std_regression_coeffs is specified, a linear regression model for each response is constructed and the standardized coefficients for each variable are reported together with the coefficient of determination representing the goodness of fit of each linear regression model. Standardization corresponds to subtracting the mean and dividing the result by the standard deviation of each variable. Whereas regular regression coefficients represent how much the mean of the response changes with a unit increase in each variable with other variables held fixed, standardized regression coefficients represent how the standard deviation of the response changes for a standard deviation change in each variable with all other variables fixed and are insensitive to variable scaling.

Usage Tips

Examples

method
  sampling
   samples 50
   std_regression_coeffs