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st: beta in ivreg


From   Christopher F Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: beta in ivreg
Date   Wed, 16 Nov 2005 09:17:24 -0500

The right one:

webuse auto,clear
ivreg price (mpg trunk=headroom turn displacement) ,beta
center price mpg trunk,standard double
ivreg c_price (c_mpg c_trunk=headroom turn displacement)

beta coefficients are derived from the regression of standardized (0,1) variables. You don't have to standardize the excluded instruments.

Kit


Begin forwarded message:


What is the formula that  Stata uses to normalize the coefficients in
ivreg , beta? It doesn't say in the manuals.
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