RE: Centering (was Re: Missing covariates)

From: "Bachman, William" <bachmanw@globomax.com> Subject: RE: Centering (was Re: Missing covariates) Date: Mon, 2 Jul 2001 16:45:18 -0400 Nick, Centering won't (or shouldn't) give better estimates. In theory, the fit of the model to the data should be identical. As I understand it, the advantage to centering (in addition to the interpretive ones you mention), is "numerical stabitility". Using centered parameters is less of a numerical peturbation to the system and somewhat eases the convergence process. Your initial estimates for the new centered model(identical to final estimates from a prior "base model" without covariates) are likely to be better than those for a new non-centered model. You are therefore less likely to obtain a local minimum rather than the global minimum with a complex problem. Bill