At 04:02 PM 10/26/2008, Kristian Karlson wrote:
Hi
We are trying to get the listcoef in the spost-ado to report standard errors
of the fully standardized coefficient (bStdXY) after running ologit.
Although we have searched the statalist and the web, no solutions have been
found. We would like a helping hand on this one.
All the best,
Kristian & Lars
It took me about a minute to figure out the algebra and another hour
to figure out how to program it. :)
Keep in mind that, when coefficients are standardized, the b's and
se's get rescaled the same way, so the z values stay the same. Ergo,
the simplest thing is just to report the z values.
But, if you absolutely positively must report the se's, note that z =
b/se implies that se = b/z. Ergo, do something like
. use "http://www.indiana.edu/~jslsoc/stata/spex_data/ordwarm2.dta";
(77 & 89 General Social Survey)
. quietly ologit warm yr89 male white age ed prst
. listcoef, std m
ologit (N=2293): Unstandardized and Standardized Estimates
Observed SD: .9282156
Latent SD: 1.9410634
-------------------------------------------------------------------------------
warm
| b z P>|z| bStdX bStdY bStdXY SDofX
-------------+-----------------------------------------------------------------
yr89
| 0.52390 6.557 0.000 0.2566 0.2699 0.1322 0.4897
male
| -0.73330 -9.343 0.000 -0.3658 -0.3778 -0.1885 0.4989
white
| -0.39116 -3.304 0.001 -0.1287 -0.2015 -0.0663 0.3290
age
| -0.02167 -8.778 0.000 -0.3635 -0.0112 -0.1873 16.7790
ed
| 0.06717 4.205 0.000 0.2123 0.0346 0.1094 3.1608
prst
| 0.00607 1.844 0.065 0.0880 0.0031 0.0453 14.4923
-------------------------------------------------------------------------------
. mat se = r(b_std) * inv(diag(r(b_z)))
. mat list se
se[1,6]
yr89 male white age ed prst
bStdXY .02015796 .02017091 .02006427 .0213363 .0260136 .02458533
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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