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Dr. Muthen, What is the difference between STDY Standardization and STDYX Standardization in the standardized model results? Which of the two should I interpret when I have direct and indirect effects unto one Dependent latent variable? Thank you, Linda 


You should use StdYX when covariates are continuous and StdY when covariates are binary. 


Dear Dr. Muthen, Thank you very much for this clarification. I have one other question. At what point is skewness problematic (as an indicator of a latent)? Thank you! Linda 


Unless you have a preponderance of zeroes, estimators like MLR that are robust to nonnormality should handle skewness for continuous indicators. Floor or ceiling effects for categorical indicators are handled by categorical data methodology. 


Thank you Dr. Muthen, Linda 


Dear Dr. Muthen, I am estimating a logistic regression (MLR) with some covariates that are continuous and others that are binary. I am using exclusively observed variables and no indirect effects. It is a simple logistic regression as you use to estimate in Stata or SPSS. Should I use StdYX for continous and StdY for the binary covariates even when the two types of covariates are in one and the same model? I have a strange feeling by using for some covariates the coefficients from one part of the output and for the other covariates the coefficients from an other part of the output. Is this really advisable? Best Regards 


With logistic regression, I would standardize the coefficients with continuous covariates with respect to x only. I would not standardize the coefficients with binary covariates. 


If I understand right, I should use the coefficients under the output block titled StdYX for the continuous covariates while for the binary covariates I should use the nonstandardized coefficients at the top of the output? Is it really advisable to use for some covariates one specific part of the output while for other covariates a different part of the output is used? Best Regards 


No, for continuous covariates you need StdX which you will have to create yourself. See the STANDARDIZED option in the user's guide where you will find formulas to help you do that. You should report all of the raw results and report standardized only for variables with continuous covariates. 


I am trying to make sense of differences in the pvalues and meanings of the unstandardized vs. standardized (STDYX) covariances in the following output. All the variables in the model are continuous and both have missing data, so I am using FIML. Estimator = MLR. Typically, I like to report the STDYX results because they’re in an easily understood metric, but I am unnerved by such differences. I have several similar examples in regression models. If the only difference is that STDYX is calculating the covariance having rescaled each variable to have M=0 and SD=1, I would expect the pvalues to agree perfectly. Since that’s not the case, I’m unsure what Mplus is doing…how these inconsistent pvalues occurred. Also, which results are “more correct.” And is the answer any different if I’m doing regression models with continuous DVs and predictors? Thanks for your input! MODEL RESULTS Y WITH X 0.031 0.019 1.645 0.100 STDYX Standardization Y WITH X 0.322 0.156 2.062 0.039 


The pvalues differ for unstandardized and standardized parameters because the parameters have different sampling distributions. 


You can try Bayes and see what this says about the 95% CIs in this case. 


Thanks for the feedback! Leaving Bayes est aside for the moment, which results would you put more stock in, the unstandardized (n.s.) or the standardized (sig)? Is it arbitrary because they're both "correct"? Sigh, I'm sure this is where the people who advocate getting rid of null hypothesis testing would pipe up. 


See if Bayes shows disagreement for the 2. Bayes also tells you if the distribution is nonnormal. You wouldn't trust an ML zscore if the distribution is nonnormal. 


So you're suggesting that Bayes is "better" than either the regular unstandardized or standardized solutions? I should trust the result that is more consistent with the Bayes result? If so, does that imply that I should be using Bayes all the time? By the way, I've been using MLR because the IV and DV distributions are nonnormal. Thanks again. 


Bayes does not assume that the sampling distributions of the parameters are normal as frequentist methods do. It is not clear how robust Bayes is to nonnormality of the data. If your data are nonnormal and the sampling distributions of the parameters are nonnormal, you may be best off with ML and bootstrapping. 

Sarah posted on Thursday, May 15, 2014  5:12 am



Dear Dr Muthen I am running a multiple mediation model with two dummy independent variables, 5 continuous mediators and 4 latent outcome variables. When reporting standardized output am I right in thinking I should report STDY for the path estimates between the independent variables and the latent factors and STDYX for the path estimates between each of my mediators and the latent factors? Also when reporting standardized indirect effects should I use STDY as the independents are binary variables? Many thanks for your help. 


Use StdYX unless the covariate is binary. Then use StdY. 

Stat posted on Wednesday, September 03, 2014  9:21 pm



Hello there, For factor loadings, should we use STDY for binary variables and STDYX for continuous/ordinal/latent variables, or if we can use both, without consideration for the scale of the variables ? Thank you 


The factor model is factor indicators ON factors You should standardize by the factor (continuous covariate) and the factor indicator so StdY. This is for both binary and continuous factor indicators. 

Stat posted on Friday, September 05, 2014  12:32 pm



Thank you for the answer. I would have one more question for factor loading coefficients. When I am using a WLSMV estimator, there is no StdY coefficients in the output. Does that mean that it is not possible to obtain StdY coefficents when using WLSMV estimator ? 


If you are talking about standardizing loadings, just use STDYX. In this case, it is the same as what you would get with STDY. 


Dear Dr. Muthen, I have a practical question regarding the numerical values I am getting in a twolevel model. Although the observed scores of the variables in my model are between 1 and 5, and although I have already centered the scores at the higher level, the values that I am getting at the between level are excessively high under the STDYX standardization section (the same applies under the STDY standardization section). Specifically, although the paths from the between level to the outcomes seem reasonable (i.e., .71 and .74) the intercepts are as high as 11.46 and 10.56. In the nonstandardized solution the respective intercepts fall within logical boundaries (i.e., 3.56 and 3.04). I am getting exactly these values under the STD standardization section. In those sections however the paths from the between level to the outcomes are excessively high (.995 and .965). So, my question is what am I missing (or doing wrong)? I thank you for your consideration 


Please send the output and your license number to support@statmodel.com. 

yvette xie posted on Monday, January 16, 2017  12:50 am



Dear Professor, In my model, I have continuous latent variables as DV, and both continuous and bivariate variables as IV. Should I report the results in STDYX for continuous covariates and STDY for bivariate covariates? Many thanks! Lili 


Yes. 

yvette posted on Monday, January 16, 2017  5:09 pm



Thank you for your prompt reply. I have a followup question. Some studies argued that we can no longer use standardised coefficient to compare the effect sizes of different IVs within a study. Then, why should we report the standardised solution? 


You may want to ask this general question on SEMNET. 

yvette posted on Monday, January 16, 2017  6:18 pm



Thanks for your advice. Best, Yvette 


Is it unusual or problematic to have all standardized values using LVMM to be positive? I understand that it is typical for at least some values to be negative and want to be sure that having all positive values for each indicator wasn't indicative of an error or problem with the data? This is using STDyx. Thank you. 


If these are standardized factor loadings, no, that is not unusual. 


Dear professors, I'm running several models without an interaction and one model with a latent variable interaction. Before entering the interaction I was reporting the stdyx results of my models (in my opinion easier to interpret). However, when I add the interaction effect to my model (XWITH) MPlus does not show me the stdyx results, only the model results. Is there a way to get the stdyxresults for a model with XWITH. If not, would you advise me to report the model results solely for the model with the interaction effect or do I need to be consistent and report the model results for all my models instead of the stdyxresults? I look forward hearing from you soon. Best, Danique 


Version 7.4 will give standardized results. If not, send to Support along with your license number. 


Dear Bengt Muthen, Thank you for your quick reply. I’ll try out running my model in the MPlus 7.4 version soon. I have one followup question: how does it come that the pvalue for the model results and the stdyx results can be different (I use zscores)? Sometimes there are only slight differences, however, two parameters in my model have a nonsignificant standardized coefficient (e.g., p = .069) whereas the nonstandardized coefficient is significant (e.g., p = .025). Which one should I interpreted and report? Best, Danique 


See our FAQ: Standardized coefficient can have different significance than unstandardized This is also discussed in our new book. 

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