3
$\begingroup$

I am unclear whether scaling and centering my predictor variables in a multinomial model. I want that model for first determining the relative strength of single terms and interactions on a given dataset, and then i want to use that model to make predictions based on a new dataset. I found out that both the scaled and unscaled model have the same AIC, but the unscaled has higher t-values and a higher number of significant terms.How is that possible?

Here is a reproducible example:

Data <- data.frame(
  X = sample(1:100),
  D = sample(1:100),
  Y = sample(c("yes", "no"), 10, replace = TRUE),
  Z=sample(c("body", "tail", "fail"), 10, replace = TRUE)
)


require(nnet)

test=multinom(Z~Y+X+D+X:Y+D:X+D:Y,data=Data)
summary(test)

z=summary(test)$coefficients/summary(test)$standard.errors;z# t values

Data$X=scale(Data$X,F)
Data$D=scale(Data$D,F)
test1=multinom(Z~Y+X+D+X:Y+D:X+D:Y,data=Data)
z1=summary(test1)$coefficients/summary(test1)$standard.errors;z1# t    values

z# t values for unscaled predictors
z1# t values for scaled predictors

(1 - pnorm(abs(z), 0, 1)) * 2# z test p values
(1 - pnorm(abs(z1), 0, 1)) * 2# z1 test p values

AIC(test, test1)
$\endgroup$

0

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Browse other questions tagged or ask your own question.