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Re: st: Confidence Interval for Standardized Coefficients


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Confidence Interval for Standardized Coefficients
Date   Wed, 07 Mar 2007 07:30:53 -0500

At 07:19 AM 3/7/2007, Mak, Timothy wrote:
Hi,

SPSS can apparently produce the Meyer and Younger (1976) confidence
interval for standardized coefficients in linear regression. Can Stata
produce anything equivalent?
I'm not familiar with Meyer and Younger. But, my guess is that you could standardize the variables yourself and then run the regression. In this example I use Ben Jann's -center- command, available from SSC.

. webuse auto, clear
(1978 Automobile Data)

. quietly reg price weight foreign

. center price weight foreign if e(sample), s

. reg c_price c_weight c_foreign

Source | SS df MS Number of obs = 74
-------------+------------------------------ F( 2, 71) = 35.35
Model | 36.4225913 2 18.2112957 Prob > F = 0.0000
Residual | 36.5774093 71 .515174779 R-squared = 0.4989
-------------+------------------------------ Adj R-squared = 0.4848
Total | 73.0000006 73 1.00000001 Root MSE = .71776

------------------------------------------------------------------------------
c_price | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
c_weight | .8750157 .1043141 8.39 0.000 .6670192 1.083012
c_foreign | .5674549 .1043141 5.44 0.000 .3594584 .7754514
_cons | -4.25e-09 .0834375 -0.00 1.000 -.1663697 .1663697
------------------------------------------------------------------------------



-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
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EMAIL: Richard.A.Williams.5@ND.Edu
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