I am running a logistic regression and I both standardise and normalise my input to ensure that all the independent variables are homogenised.
My friend is telling me that I need to activate the standardised beta coefficients in my regression code (STB in proc logistic, as shown below). Is there really a difference when I have already ensured that my independent variables are on common scale?
I will be re-calibrating my beta coefficients to [0,1] scale where they add up to 1 to act as a score card but I am curious about standardised beta coefficients.
Example code
DATA baseball;
SET sashelp.baseball;
IF logsalary > 6.5 THEN flag = 1;
ELSE flag = 0;
RUN;
PROC STDIZE
DATA = BASEBALL
METHOD = RANGE
OUT = BASEBALL_S
;
VAR CR:;
RUN;
PROC LOGISTIC
DATA = baseball_s OUTEST=result;
MODEL FLAG (event='1')= CR: /expb stb
SELECTION=none rsquare OUTROC=roc ;
RUN;