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st: re: z-score as a dependent variable

From   Kit Baum <>
Subject   st: re: z-score as a dependent variable
Date   Fri, 16 Nov 2007 13:25:14 -0500

Ana said

Sorry to jump into this but I dont see whay Dan cannot
use z-scores as a dependent variable, even if z-scores
are standarized. Wouldnt it depend on which are the
independent variables used?

No, no reason why not, and it actually doesn't depend on the regressors. If you run

z(y) = a + b X + u

b is the number of standard deviations of y in response to a one unit change in X. If that makes sense as a way to express dY/dX, fine. If you run

z(y) = b z(X) + u

you are calculating the 'beta coefficient', i.e. regress y X, beta.

Kit Baum, Boston College Economics and DIW Berlin
An Introduction to Modern Econometrics Using Stata:

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