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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 23:16:06 +0100

<>

Mandy can read up on this issue in http://www.stata-journal.com/article.html?article=dm0040
Maybe that drives her happiness even higher?


HTH
Martin
_______________________
----- Original Message ----- From: "Nick Cox" <n.j.cox@durham.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, March 03, 2009 10:39 PM
Subject: RE: st: AW: can I get standardized coefficients by standardize variables first?


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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