On Tue, 15 Nov 2005, Gregor Franz wrote:
Hi all,
What is the formula that Stata uses to normalize the coefficients in ivreg ,
beta? It doesn't say in the manuals.
Gregor,
The beta coefficients are calculated just like they are for plain
regression. That is, the beta coefficient for variable X is
beta_X = b_X * s_X / s_y
where b_X is the regression coefficient, s_X is the standard deviation of
X, and s_y is the standard deviation of the dependent variable.
- Brian Poi
- [email protected]
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