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


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: AW: can I get standardized coefficients by standardize variables first?
Date   Tue, 3 Mar 2009 22:11:36 +0100

<>

So here is an implementation of Eva`s excellent advice as to the causes of Mandy`s problem:

*************
clear*
set mem 400m
* enter the percentage of missings here
loc mis 0.01
u http://www.stata-press.com/data/imeus/traffic, clear
foreach var of varlist fatal beertax spircons unrate perincK {
replace `var'=. if runiform()<`mis'
}

qui xtreg fatal beertax spircons unrate perincK, fe
tempvar dummy
g `dummy'=e(sample)


qui ds, not(type string)
foreach var of varlist `r(varlist)'{
egen std`var'=std(`var') if `dummy'
}

xi: reg fatal beertax spircons unrate perincK i.state if `dummy', beta
xtreg stdfatal stdbeertax stdspircons stdunrate stdperincK if `dummy', fe
*************


HTH
Martin
_______________________
----- Original Message ----- From: "Mandy fu" <mandy.fu1@gmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, March 03, 2009 9:40 PM
Subject: Re: st: AW: can I get standardized coefficients by standardize variables first?


Dear Mr. Weiss,

Thanks for providing the example data. I really  like the idea of
checking different percentage of missing to compare the results from
the two methods.

This is what's shown when changing the percentage of missing:
-------------------------------------------------------------------
when missing percentage is zero:  coincide

when missing percentage is 0.01: differences are very small

when missing percentage is 0.01: differences are still small

when missing percentage is 0.3: differences are obviously larger

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

So, I'm thinking this shows well that  the missing values explains the
differences of the two methods. They give the same results when
adjusting the missing values.

Thanks !

Mandy
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