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st: beta in ivreg
The right one:
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.
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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