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


From   "Kristian Karlson" <kristian.karlson@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   SV: st: Reporting standard errors for bStdXY in listcoef in spost ado
Date   Mon, 27 Oct 2008 09:30:11 +0100

Thank you ever so much for answer. We see the intuition in your reasoning
and are grateful for the mat-computations. Again, thank you.

All the best,
Kristian & Lars

-----Oprindelig meddelelse-----
Fra: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] På vegne af Richard Williams
Sendt: 27. oktober 2008 06:24
Til: statalist@hsphsun2.harvard.edu; statalist@hsphsun2.harvard.edu
Emne: Re: st: Reporting standard errors for bStdXY in listcoef in spost ado

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:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

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