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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 > > > > * > > * For searches and help try: > > * http://www.stata.com/support/faqs/res/findit.html > > * http://www.stata.com/support/statalist/faq > > * http://www.ats.ucla.edu/stat/stata/ > > > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ -- GMX FreeMail: 1 GB Postfach, 5 E-Mail-Adressen, 10 Free SMS. Alle Infos und kostenlose Anmeldung: http://www.gmx.net/de/go/freemail * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: estout - betas***From:*"Ben Jann" <ben.jann@gmail.com>

**References**:**st: estout - betas***From:*bachrain@gmx.net

**Re: st: estout - betas***From:*"Ben Jann" <ben.jann@gmail.com>

**Re: st: estout - betas***From:*Richard Williams <Richard.A.Williams.5@ND.edu>

**Re: st: estout - betas***From:*"Ben Jann" <ben.jann@gmail.com>

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