# Significance for regression or standardized regression coef

I'm calculating multiple regression with R and trying to decide which predictors to keep and which to drop. I realized that when I use the lm.beta function I'm not sure whether the significance levels (presented with the typical stars) relate to the estimates/coefficients or the standardized coefficients.

This made me wonder whether I should report significance for the "normal" coefficients or for the standardized ones. Is the significance different between them?

• Why do you want to drop variables? – Michael M Jul 26 '19 at 19:49

• That is not a good strategy. First, it will lower $r^2$ not raise it (although maximizing $r^2$ isn't a good goal. Second "relevant" is not the same as "statistically significant". Third, variables may be important to include even if their effects are small. – Peter Flom - Reinstate Monica Jul 29 '19 at 10:46