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 sampling results for each response. Requires the new surrogates module.
Default Behavior
Off by default.
Expected Output
When std_regression_coeffs
is specified with a sampling study,
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