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RE: st: Confidence Interval for Standardized Beta Coefficients in


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   stata list <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Confidence Interval for Standardized Beta Coefficients in
Date   Fri, 24 Jul 2009 10:32:52 +0000 (GMT)

--- Andres Fandino Losada wrote:
> How can I obtain the Confidence Intervals for Standardized
> Beta Coefficients in Linear Regression Analyses?

I think that the easiest way is to first standardize the 
variables, and perform the regression using these 
standardized variables. This will also give you the 
standardized regression coefficients, but now with 
confidence intervals:

*--------------------- begin example ------------------
sysuse auto, clear

gen byte touse = !missing(mpg, weight, rep78)

foreach var of varlist mpg weight rep78 {
	sum `var' if touse == 1
	gen double z_`var' = (`var' - r(mean))/ r(sd)
}

reg z_mpg z_weight z_rep78

// check whether I wasn't lying:
reg mpg weight rep78, beta

*-------------------- end example ---------------------

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      

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