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Re: st: Reporting standard errors for bStdXY in listcoef in spost ado


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu, <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Reporting standard errors for bStdXY in listcoef in spost ado
Date   Mon, 27 Oct 2008 00:23:37 -0500

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
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