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From |
Richard Williams <Richard.A.Williams.5@ND.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: re: z-score as a dependent variable in a linear regression |

Date |
Thu, 15 Nov 2007 08:56:07 -0500 |

At 09:46 PM 11/14/2007, Kit Baum wrote:

Dan saidAs Austin noted, it is not clear to me that this is the kind of z-score the original poster had in mind. It sounded like z scores were being computed on an individual by individual basis.

In general, is it kosher to use a z-score as a dependent variable in a

linear regression? Is it "better" to use some sort of ratio

measurement?

Keep in mind that if you say

regress y x1 x2, beta

you are in effect running an OLS of z-scored y on z-scored x1 and z- scored x2.

Kit

Incidentally, if you install -spost9- from J. Scott Long's personal site, the command -listcoef- lets you do y-standardization, x-standardization, and xy-standardization. So if, say, you just wanted the y's standardized but not the x's, you could run -listcoef- after the regress command. Example:

. sysuse auto

(1978 Automobile Data)

. gen xprice = price/1000

. reg xprice mpg weight foreign, beta

Source | SS df MS Number of obs = 74

-------------+------------------------------ F( 3, 70) = 23.29

Model | 317.252874 3 105.750958 Prob > F = 0.0000

Residual | 317.812508 70 4.54017868 R-squared = 0.4996

-------------+------------------------------ Adj R-squared = 0.4781

Total | 635.065382 73 8.69952578 Root MSE = 2.1308

------------------------------------------------------------------------------

xprice | Coef. Std. Err. t P>|t| Beta

-------------+----------------------------------------------------------------

mpg | .0218536 .0742211 0.29 0.769 .0428664

weight | .0034647 .0006307 5.49 0.000 .9129516

foreign | 3.67306 .6839783 5.37 0.000 .573081

_cons | -5.853696 3.376987 -1.73 0.087 .

------------------------------------------------------------------------------

. listcoef

regress (N=74): Unstandardized and Standardized Estimates

Observed SD: 2.9494959

SD of Error: 2.1307695

-------------------------------------------------------------------------------

xprice | b t P>|t| bStdX bStdY bStdXY SDofX

-------------+-----------------------------------------------------------------

mpg | 0.02185 0.294 0.769 0.1264 0.0074 0.0429 5.7855

weight | 0.00346 5.493 0.000 2.6927 0.0012 0.9130 777.1936

foreign | 3.67306 5.370 0.000 1.6903 1.2453 0.5731 0.4602

-------------------------------------------------------------------------------

-------------------------------------------

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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**Follow-Ups**:**Re: st: re: z-score as a dependent variable in a linear regression***From:*"Dan Weitzenfeld" <dan.weitzenfeld@emsense.com>

**References**:**st: re: z-score as a dependent variable in a linear regression***From:*Kit Baum <baum@bc.edu>

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