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st: RE: standardized beta coef


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: standardized beta coef
Date   Wed, 3 May 2006 21:21:12 +0200

-----Alexander Nervedi wrote:
> I am trying to get standardized beta coefficients. When requesting beta
> estimates the beta for the constant goes missing, even though the
> unstandardized regression constant (the intercept) is being estimated by
> reg.

Alex:
Assume that you have only one explanatory variable (called very 
imaginatively x), than the regression will move through the point (mean of
y, mean of x). The constant is the value of y if x is 0. A standardized 
regression coefficient can be thought of as a regression of a z-standardized
y on a z-standardized x. The mean of a z-standardized variable is 0. So when
z-standardized x is zero it is at the mean of x, so the constant should be
the mean of z-standardized y: 0. So the constant is by definition zero.
HTH,
Maarten


-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214 

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Alexander Nervedi
Sent: woensdag 3 mei 2006 21:10
To: statalist@hsphsun2.harvard.edu
Subject: st: standardized beta coef

Hi

I am trying to get standardized beta coefficients. When requesting beta
estimates the beta for the constant goes missing, even though the
unstandardized regression constant (the intercept) is being estimated by
reg.

I was wondering what may lead to a missing standardized beta for the
intercept when the regression is calcualtingthe un-standaridized beta. Any
thoughts would be useful

thanks

Alex.

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