math319 M020 standardized multiple regression 

Sometimes we want to be able to compare different regression coefficients to each other, but we can't because they are in different units. Here's one way to approach that issue, using z-scores.
en.wikipedia.o...
But, there are shortcomings of this method:
library.virgin...
This method is also a stepping stone toward LASSO regression and various other "regularization" methods, which are important when trying to avoid overfitting in regression or with neural networks.
Note that some books or software might use Sum of Squared Errors (SSE) instead of Mean Squared Error (MSE), such as:
bookdown.org/s...