zscore

Standardized z-scores

Syntax

Description

example

Z = zscore(X) returns the z-score for each element of X such that columns of X are centered to have mean 0 and scaled to have standard deviation 1. Z is the same size as X.

  • If X is a vector, then Z is a vector of z-scores.

  • If X is a matrix, then Z is a matrix of the same size as X, and each column of Z has mean 0 and standard deviation 1.

  • For multidimensional arrays, z-scores in Z are computed along the first nonsingleton dimension of X.

example

Z = zscore(X,flag) scales X using the standard deviation indicated by flag.

  • If flag is 0 (default), then zscore scales X using the sample standard deviation, with n - 1 in the denominator of the standard deviation formula. zscore(X,0) is the same as zscore(X).

  • If flag is 1, then zscore scales X using the population standard deviation, with n in the denominator of standard deviation formula.

example

Z = zscore(X,flag,dim) standardizes X along dimension dim. For example, for a matrix X, if dim = 1, then zscore uses the means and standard deviations along the columns of X, if dim = 2, then zscore uses the means and standard deviations along the rows of X.

example

[Z,mu,sigma] = zscore(___) also returns the means and standard deviations used for centering and scaling, mu and sigma, respectively. You can use any of the input arguments in the previous syntaxes.

Examples

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Z-Scores of Two Data Vectors

Compute and plot the z-scores of two data vectors, and then compare the results.

Load the sample data.

load('lawdata.mat')

Two variables load into the workspace: gpa and lsat.

Plot both variables on the same axes.

plot([gpa,lsat])
legend('gpa','lsat','Location','East')

It is difficult to compare these two measures because they are on a very different scale.

Plot the z-scores of gpa and lsat on the same axes.

Zgpa = zscore(gpa);
Zlsat = zscore(lsat);
plot([Zgpa, Zlsat])
legend('gpa z-scores','lsat z-scores','Location','Northeast')

Now, you can see the relative performance of individuals with respect to both their gpa and lsat results. For example, the third individual's gpa and lsat results are both one standard deviation below the sample mean. The eleventh individual's gpa is around the sample mean but has an lsat score almost 1.25 standard deviations above the sample average.

Check the mean and standard deviation of the z-scores you created.

 mean([Zgpa,Zlsat])
ans =

   1.0e-14 *

   -0.1088    0.0357
 std([Zgpa,Zlsat])
ans =

     1     1

By definition, z-scores of gpa and lsat have mean 0 and standard deviation 1.

Z-Scores for a Population vs. Sample

Load the sample data.

load('lawdata.mat')

Two variables load into the workspace: gpa and lsat.

Compute the z-scores of gpa using the population formula for standard deviation.

Z1 = zscore(gpa,1); % population formula
Z0 = zscore(gpa,0); % sample formula
disp([Z1 Z0])
 1.2554    1.2128
 0.8728    0.8432
-1.2100   -1.1690
-0.2749   -0.2656
 1.4679    1.4181
-0.1049   -0.1013
-0.4024   -0.3888
 1.4254    1.3771
 1.1279    1.0896
 0.1502    0.1451
 0.1077    0.1040
-1.5076   -1.4565
-1.4226   -1.3743
-0.9125   -0.8815
-0.5724   -0.5530

For a sample from a population, the population standard deviation formula with n in the denominator corresponds to the maximum likelihood estimate of the population standard deviation, and might be biased. The sample standard deviation formula, on the other hand, is the unbiased estimator of the population standard deviation for a sample.

Z-Scores of a Data Matrix

Compute z-scores using the mean and standard deviation computed along the columns or rows of a data matrix.

Load the sample data.

load('flu.mat')

The dataset array flu is loaded in the workplace. flu has 52 observations on 11 variables. The first variable contains dates (in weeks). The other variables contain the flu estimates for different regions in the U.S.

Convert the dataset array to a data matrix.

flu2 = double(flu(:,2:end));

The new data matrix, flu2, is a 52-by-10 double data matrix. The rows correspond to the weeks and the columns correspond to the U.S. regions in the data set array flu.

Standardize the flu estimate for each region (the columns of flu2).

Z1 = zscore(flu2,[ ],1);

You can see the z-scores in the variable editor by double-clicking on the matrix Z1 created in the workspace.

Standardize the flu estimate for each week (the rows of flu2).

Z2 = zscore(flu2,[ ],2);

Z-Scores, Mean, and Standard Deviation

Return the mean and standard deviation used to compute the z-scores.

Load the sample data.

load('lawdata.mat')

Two variables load into the workspace: gpa and lsat.

Return the z-scores, mean, and standard deviation of gpa.

[Z,gpamean,gpastdev] = zscore(gpa)
Z =

    1.2128
    0.8432
   -1.1690
   -0.2656
    1.4181
   -0.1013
   -0.3888
    1.3771
    1.0896
    0.1451
    0.1040
   -1.4565
   -1.3743
   -0.8815
   -0.5530

gpamean =

    3.0947

gpastdev =

    0.2435

Input Arguments

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X — Input datavector | matrix | multidimensional array

Input data, specified as a vector, matrix, or multidimensional array.

Data Types: double | single

flag — Indicator for the standard deviation0 (default) | 1

Indicator for the standard deviation used to compute the z-scores, specified as 0 or 1.

dim — Dimension1 (default) | positive integer

Dimension along which to calculate the z-scores of X, specified as a positive integer. For example, for a matrix X, if dim = 1, then zscore uses the means and standard deviations along the columns of X, if dim = 2, then zscore uses the means and standard deviations along the rows of X.

Output Arguments

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Zz-scoresvector | matrix | multidimensional array

z-scores, returned as a vector, matrix, or multidimensional array. A vector of z-scores has mean 0 and variance 1.

  • If X is a vector, then Z is a vector of z-scores.

  • If X is an array, then zscore is an array, with each column or row standardized to have mean 0 and variance 1 (depending on dim). If dim is not specified, zscore standardizes along the first nonsingleton dimension of X.

mu — Mean scalar | vector

Mean of X used to compute the z-scores, returned as a scalar or vector.

  • If X is a vector, then mu is a scalar.

  • If X is a matrix, then mu is a row vector if zscore calculates the means along the columns of X (dim = 1), and a column vector if zscore calculates the means along the rows of X (dim = 2).

sigma — Standard deviationscalar | vector

Standard deviation of X used to compute the z-scores, returned as a scalar or vector.

  • If X is a vector, then sigma is a scalar.

  • If X is a matrix, then sigma is a row vector if zscore calculates the standard deviations along the columns of X (dim = 1), and a column vector if zscore calculates the standard deviations along the rows of X (dim = 2).

More About

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Z-Score

For a random variable X with mean μ and standard deviation σ, the z-score of a value x is

z=(xμ)σ.

For sample data with mean X¯ and standard deviation S, the z-score of a data point x is

z=(xX¯)S.

z-scores measure the distance of a data point from the mean in terms of the standard deviation. This is also called standardization of data. The standardized data set has mean 0 and standard deviation 1, and retains the shape properties of the original data set (same skewness and kurtosis).

You can use z-scores to put data on the same scale before further analysis. This lets you to compare two or more data sets with different units.

Multidimensional Array

A multidimensional array is an array with more than two dimensions. For example, if X is a 1-by-3-by-4 array, then X is a three-dimensional array.

First Nonsingleton Dimension

A first nonsingleton dimension is the first dimension of an array whose size is not equal to 1. For example, if X is a 1-by-2-by-3-by-4 array, then the second dimension is the first nonsingleton dimension of X.

Sample Standard Deviation

The sample standard deviation, S, is given by

S=i=1n(xiX¯)2n1.

S is the square root of an unbiased estimator of the variance of the population from which X is drawn, as long as X consists of independent, identically distributed samples.

Notice that the denominator in this variance formula is n – 1.

Population Standard Deviation

If the data is the entire population of values, then you can use the population standard deviation,

σ=i=1n(xiμ)2n.

If X is a random sample from a population, then μ is estimated by the sample mean, and σ is the biased maximum likelihood estimator of the population standard deviation.

Notice that the denominator in this variance formula is n.

Algorithms

zscore returns NaNs for any sample containing NaNs.

zscore returns 0s for any sample that is constant (all values are the same). For example, if X is a vector of the same numeric value, then Z is a vector of 0s. If X is a matrix with a column of consisting of the same value, then that column of Z consists of 0s.

See Also

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