Interpreting STDY vs. STDYX PreviousNext
Mplus Discussion > Structural Equation Modeling >
 Linda Lathroum posted on Monday, April 04, 2011 - 8:06 am
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 K. Muthen posted on Monday, April 04, 2011 - 9:09 am
You should use StdYX when covariates are continuous and StdY when covariates are binary.
 Linda Lathroum posted on Tuesday, April 05, 2011 - 8:22 am
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 K. Muthen posted on Tuesday, April 05, 2011 - 9:33 am
Unless you have a preponderance of zeroes, estimators like MLR that are robust to non-normality should handle skewness for continuous indicators. Floor or ceiling effects for categorical indicators are handled by categorical data methodology.
 Linda Lathroum posted on Wednesday, April 06, 2011 - 12:31 pm
Thank you Dr. Muthen,
 Ahmed Shafik posted on Thursday, June 14, 2012 - 3:59 am
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
 Linda K. Muthen posted on Thursday, June 14, 2012 - 11:17 am
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.
 Ahmed Shafik posted on Thursday, June 14, 2012 - 3:26 pm
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 non-standardized 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
 Linda K. Muthen posted on Thursday, June 14, 2012 - 3:49 pm
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.
 Michael Lorber posted on Thursday, January 17, 2013 - 11:53 am
I am trying to make sense of differences in the p-values 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 p-values to agree perfectly. Since that’s not the case, I’m unsure what Mplus is doing…how these inconsistent p-values 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!


Y WITH X 0.031 0.019 1.645 0.100

STDYX Standardization
Y WITH X 0.322 0.156 2.062 0.039
 Linda K. Muthen posted on Thursday, January 17, 2013 - 5:35 pm
The p-values differ for unstandardized and standardized parameters because the parameters have different sampling distributions.
 Bengt O. Muthen posted on Thursday, January 17, 2013 - 5:39 pm
You can try Bayes and see what this says about the 95% CIs in this case.
 Michael Lorber posted on Friday, January 18, 2013 - 11:46 am
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.
 Bengt O. Muthen posted on Friday, January 18, 2013 - 12:23 pm
See if Bayes shows disagreement for the 2. Bayes also tells you if the distribution is non-normal. You wouldn't trust an ML z-score if the distribution is non-normal.
 Michael Lorber posted on Sunday, January 27, 2013 - 11:51 am
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.
 Linda K. Muthen posted on Monday, January 28, 2013 - 10:33 am
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 non-normality of the data. If your data are non-normal and the sampling distributions of the parameters are non-normal, you may be best off with ML and bootstrapping.
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