Using fitlm for multiple linear model: Does this function automatically standardise the variables?

Hi!

I just read about standardisation and that it is recommended to standardise variables in a multiple linear model. My question is now whether fitlm has done this automatically or if i need to do it?

Thank you for your help!

Answer 1

[Shashank Prasanna]

No fitlm doesn't not standardize your data. You will have to do this prior to calling fitlm:

http://www.mathworks.com/help/stats/zscore.html

[Tania]

Great thank you. I am not quite sure if I need to standardise in my case. Do you have any experience when it is recommended to standardise and when one should not standardise? Thank you!

[Shashank Prasanna]

It depends on your problem. You can standardize variables if their ranges are not comparable. As an example if x1 (0,1) and x2 (1e5,1e12). Your interpretation of the linear regression coefficients will be different if you standardize since you are transforming your data.