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

To |
statalist@hsphsun2.harvard.edu, <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: Standardized tobit coefficients |

Date |
Wed, 01 Oct 2008 22:34:25 -0500 |

At 08:32 PM 10/1/2008, SEVIGNY, ERIC wrote:

You can probably use Long & Freese's -listcoef- command with the -std- option. From within Stata, typeDear Stata Users: I am trying to obtain standardized tobit coefficients per Long (1997). Initially, I calculated the standardized tobit coefficients after estimation per Roncek (1992) as follows: foreach var of varlist x1 x2 x3 etc. { quietly sum `var' display as result "beta* `var' =" (_b[`var']*r(sd))/.5697083) } where .5697083 is sigma reported by the tobit model. Long (1997) criticized this approach because sigma is conditional on x. He suggests instead to use the unconditional variance of y* computed with the quadratic form, where r_(y*)^2=B'Var(x)B+s_e^2 (which I read as the unconditional variance of Y* equals the variance/covariance matrix of x plus an error term). Unfortunately, I am having difficulty with transferring this formula into Stata. I am unfamiliar with using and accessing matrix information, and hope someone on the list could offer some help. Thanks in advance. Eric L. Sevigny

findit spost9

Long & Freese's excellent book describing this and several other commands can be found at

http://www.stata.com/bookstore/regmodcdvs.html

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

Richard Williams, Notre Dame Dept of Sociology

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EMAIL: Richard.A.Williams.5@ND.Edu

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**Follow-Ups**:**RE: st: Standardized tobit coefficients***From:*"SEVIGNY, ERIC" <SEVIGNY@mailbox.sc.edu>

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