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st: Outreg2 beta versus OLS beta


From   James J Walters <jim.walters@wmich.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Outreg2 beta versus OLS beta
Date   Thu, 24 Aug 2006 08:44:37 -0400

The calculation of standardized coefficients using OLS yields one set of beta values in place of the confidence intervals. The Outreg2 command yields somewhat different values even when derived from the stored values of OLS with the beta option. I am using -aweights- so the -listcoef- has not been helpful interpreting why these values are different. I will appreciate someone pointing me in the right direction.

Crude output excerpts of both versions appear below. I suspect more than one way to mathematically calculate the beta exists. I would like to account for the difference for my report. 

OLS output below:

(sum of wgt is   1.6146e+06)

      Source |       SS       df       MS              Number of obs =     494
-------------+------------------------------           F(  5,   488) =  242.80
       Model |  7.40264635     5  1.48052927           Prob > F      =  0.0000
    Residual |  2.97567308   488  .006097691           R-squared     =  0.7133
-------------+------------------------------           Adj R-squared =  0.7103
       Total |  10.3783194   493  .021051358           Root MSE      =  .07809

------------------------------------------------------------------------------
math_gr4_sat |      Coef.   Std. Err.      t    P>|t|                     Beta
-------------+----------------------------------------------------------------
   pctenroll |  -.5591852   .0264636   -21.13   0.000                -.8517075
   avg_t_sal |  -1.28e-06   1.06e-06    -1.21   0.228                 -.052005
  avg_p_tchr |  -.0016222   .0023813    -0.68   0.496                -.0235394
    avg_isal |   .0000865   .0000179     4.83   0.000                 .3138468
avg_totexp~r |  -.0000303   7.37e-06    -4.12   0.000                -.2350954
       _cons |   .7822626   .0566968    13.80   0.000                        .
------------------------------------------------------------------------------

	(1)
COEFFICIENT	SY2002
	         math_gr4_sat
pctenroll	              -0.559***
	             (-0.73)
avg_t_sal	        -0.00000128
	            (-0.060)
avg_p_tchr          -0.00162
	           (-0.026)
avg_isal	        0.0000865***
	             (0.31)
avg_totexp_ntr   -0.0000303***
	            (-0.21)
Constant	           0.782***
	              (5.97)
Observations	494
R-squared	0.71

Normalized beta coefficients in parentheses
*** p<0.01, ** p<0.05, * p<0.1



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