Biases and Standard Errors of Standardized Regression Coefficients.

  title={Biases and Standard Errors of Standardized Regression Coefficients.},
  author={Ke-Hai Yuan and Wai Yi Kelly Chan},
  volume={76 4},
The paper obtains consistent standard errors (SE) and biases of order O(1/n) for the sample standardized regression coefficients with both random and given predictors. Analytical results indicate that the formulas for SEs given in popular text books are consistent only when the population value of the regression coefficient is zero. The sample standardized regression coefficients are also biased in general, although it should not be a concern in practice when the sample size is not too small… CONTINUE READING
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