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


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: AW: can I get standardized coefficients by standardize variables first?
Date   Tue, 3 Mar 2009 21:39:59 -0000

A detail orthogonal to this thread: 

ds, not(type string) 

is a backwards way of saying 

ds, has(type numeric) 

The two are equivalent, but some may prefer the direct statement. 

Nick 
n.j.cox@durham.ac.uk 

Martin Weiss


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

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