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Re: st: estout - betas


From   "Christian Mackenrodt" <bachrain@gmx.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: estout - betas
Date   Fri, 24 Aug 2007 14:51:38 +0200

Thank you for the immediate reply.

Now, I'm able to narrow the problem down. I constructed y with the help of the time series operator "L1". This operator doesn't seem to work together with estout.

I don't get betas if  I  do the following:

input  time y x
.1 44 52
.2 33 23
.3 12 23
.4 76 87
.5 60 71
end

tsset time

eststo beta: reg y L1.x

esttab beta, beta

I "fixed" the problem by creating lagged values with the help of [_n-1] instead of using the time series operator. 
-------- Original-Nachricht --------
> Datum: Thu, 23 Aug 2007 16:41:55 +0200
> Von: "Ben Jann" <ben.jann@gmail.com>
> An: statalist@hsphsun2.harvard.edu
> Betreff: Re: st: estout - betas

> 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.
> ben
> 
> On 8/23/07, Richard Williams <Richard.A.Williams.5@nd.edu> wrote:
> > At 07:06 AM 8/23/2007, Ben Jann wrote:
> > >Chris
> > >I cannot reproduce this. The beta option works fine on my system.
> > >Somehow, the computation of the beta's fails in your case. The only
> > >explanation that springs to my mind is that the variables for which
> > >the betas need to be computed were deleted from memory after model
> > >estimation. The original variables are required to be able to compute
> > >the betas (at least as it is implemented in esttab; I believe there is
> > >a way to compute the betas from the coefficients vector and the
> > >covariance-matrix directly - if someone has the formula, I'd be happy
> > >to know).
> > >ben
> >
> > Ben - see the last formula on p. 2 of
> >
> > http://www.nd.edu/~rwilliam/stats2/l02.pdf
> >
> >
> > -------------------------------------------
> > 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
> > WWW:    http://www.nd.edu/~rwilliam
> >
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> >
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