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Re: st: , beta in ivreg?


From   "Brian P. Poi" <bpoi@stata.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: , beta in ivreg?
Date   Wed, 16 Nov 2005 07:53:04 -0600 (CST)

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
- bpoi@stata.com


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