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Re: st: can I get standardized coefficients by standardize variables first?


From   Clive Nicholas <clivelists@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: can I get standardized coefficients by standardize variables first?
Date   Tue, 3 Mar 2009 20:19:18 +0000

Mandy Fu:

> I'm running some panal data. So the commands I 'll use are something
> like -xtreg , fe-, or -xtreg,re-. Since the beta coeffients
> (standardized coefficients) are not an option for xtreg command, I
> tried to standardize all the variables in the whole data set first
> and then use the panel data methods on the standardized variables:
> -------------
> .local var y x1 x2 x3 x4
> .egen new_`var'=std(`var')
> .xtreg `var',fe
> ---------------
> But the results are different from using the beta coefficients got
> from an OLS regression adding dummy variables to indicate  the group
> variable i for the panel data.
> -----------------------------------------
> **dummy1,dummy2,..dummyn are the dummy vriables based on group i.
> .reg y x1 x2 x3 x4 dummy*,b
> -----------------------------------------
> Could someone give me some hints why the results from these two ways
> are different? Is it a correct way to get beta coefficents by
> standardized variables first and then use the regular commands?

What's stopping you from doing what you need you to do in a spreadsheet package?

-- 
Clive Nicholas

[Please DO NOT mail me personally here, but at
<clivenicholas@hotmail.com>. Please respond to contributions I make in
a list thread here. Thanks!]

"My colleagues in the social sciences talk a great deal about
methodology. I prefer to call it style." -- Freeman J. Dyson.

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