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Use standardized coefs when available in lm()/glm() #77

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bgreenwell opened this issue Nov 19, 2019 · 2 comments
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Use standardized coefs when available in lm()/glm() #77

bgreenwell opened this issue Nov 19, 2019 · 2 comments

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@bgreenwell
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Rather than always using |t-stat| or |z-stat|, provide an option to use the raw coefficients whenever the inputs have been appropriately standardized. E.g.,

vi(fit, method = "model", use_raw_coefs = TRUE)
@bradleyboehmke
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@bgreenwell, check out the issue-77 branch. I was going to do a PR but I branched off of your issue-79-80 branch so all the commits in that branch would get rolled into one PR. I'll let you merge issue-79-80 first and then do a PR for issue-77.

Note that in issue-77 branch, instead of adding a new use_raw_coefs parameter, I added the type parameter to the vi_model.lm() method. The default is "t-stat" which computes as historically for that method but now the user can pass in type = "raw" to use the coefficient estimates if they choose to. [f(x) update] [docs update]

Also, I added two tests in test_vi_model for this new functionality. [new tests]

@bgreenwell
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bgreenwell commented Dec 16, 2019

@bradleyboehmke I like this idea better! Not sure about the name "t-stat" though (e.g., binary regression will use "z-value". What if we just call it "stat" and update the documentation accordingly?

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