--- 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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