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Re: st: estout - betas

From   Richard Williams <>
Subject   Re: st: estout - betas
Date   Thu, 23 Aug 2007 12:24:14 -0500

At 09:41 AM 8/23/2007, Ben Jann wrote:
Thanks Rich. This is, in fact, the formula that -esttab- uses. What I
meant is that there should be a way to compute the betas without going
back to the data to get the standard deviations of the variables, but
to somehow derive the betas from e(b) and e(V). This must be possible
since, e.g., -regress- is able to display the betas even after all
data were dropped:

sysuse auto
reg price weight mpg
drop _all
regress , beta

But maybe regress has some secret place where it stores the betas. I don't know.
Interesting. Maybe Stata is hiding stuff from us. Or maybe it has some clever little formula.

There is enough info ereturned to get the variance and standard deviation of Y. Adding this to your earlier code,

. display (`=e(mss)' + `=e(rss)' )/( `=e(N)' - 1)

. display sqrt((`=e(mss)' + `=e(rss)' )/( `=e(N)' - 1))

So, maybe it can be figured out from there. Still, I'm with you, I don't know why the original questioner was having a problem in the first place.

Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: Richard.A.Williams.5@ND.Edu

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