by gwhite » Mon Apr 03, 2006 5:27 pm
As Evan pointed out, the current version of MARK does internally standardize the covariates, in fact the entire design matrix. So, it is not absolutely necessary to standardize the individual covariates for numerical optimization reasons.
Darryl asks if multiple covariates within in a single column are handled? Yes -- because each column (i.e. all values in the design matrix column, not just the individual covariates independently) is scaled to a value in the interval -1 to 1 for the optimization process, and then the betas and their VC matrix back-scaled to the original values in the design matrix. So, multiple covariates in one column do work fine with this new scaling algorithm. The new scaling algorithm is transparent to the user, although the astute user may notice small differences (hopefully the 5 or more significant digit) in the beta estimates between old runs and new runs that
incorporate the scaling algorithm.
A reason to scale individual covariates to zero is to be able to include missing values. If you compute the mean of the non-missing values of an individual covariate, and then scale the non-missing values to have a mean of zero, the missing values can be included in the analysis as zero values, and will not affect the slope of the estimated beta. I wouldn't advise this trick for a covariate with a large percentage of missing values because you have no power, but this approach does work for a "small" number of missing values.
Gary