RE: Centering (Impact on SE)
From: "Piotrovskij, Vladimir [JanBe]" <VPIOTROV@janbe.jnj.com>
Subject: RE: Centering (Impact on SE)
Date: Mon, 9 Jul 2001 11:17:17 +0200
One simple example (sorry, using S+, not NONMEM):
## SAMPLE FROM BIVARIATE NORMAL
> x <- as.data.frame(rmvnorm(50, mean = c(40, 10), sd = c(5, 0.2), rho =
0.5, d = 2))
> names(x) <- c("AGE", "CL")
> x$AGE.ctr <- x$AGE - 40 ## CENTERED AGE
> y <- lm(CL ~ AGE, x) ## LINEAR MODEL W/O CENTERING
> z <- lm(CL ~ AGE.ctr, x) ## LINEAR MODEL WITH CENTERING
> summary(y) ## FITTED MODEL
...
Coefficients:
Value Std. Error t value Pr(>|t|)
(Intercept) 9.0027 0.2345 38.3870 0.0000
AGE 0.0249 0.0058 4.2960 0.0001
...
> summary(z)
...
Coefficients:
Value Std. Error t value Pr(>|t|)
(Intercept) 9.9994 0.0251 398.3339 0.0000
AGE.ctr 0.0249 0.0058 4.2960 0.0001
...
As you see, t-value (Estimate/SE) is affected.
Best regards,
Vladimir
------------------------------------------------------------------------
Vladimir Piotrovsky, Ph.D.
Research Fellow
Global Clinical Pharmacokinetics and Clinical Pharmacology
Janssen Research Foundation
B-2340 Beerse
Belgium
Email: vpiotrov@janbe.jnj.com