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st: RE: Re: standardized betas in Prais-Winsten Regression

From   Schöler, Lisa <>
To   "" <>
Subject   st: RE: Re: standardized betas in Prais-Winsten Regression
Date   Fri, 22 Oct 2010 12:52:54 +0000


I centered all my variables and ran the Prais-Winsten Regression with the centered variables. The coefficients are the same for uncentered and centered variables. I think that this can't be true. Does anyone know why this problem occurs?

Thank you

-----Original Message-----
From: [] On Behalf Of Christopher Baum
Sent: Wednesday, October 20, 2010 3:16 PM
Subject: st: Re: standardized betas in Prais-Winsten Regression

On Oct 20, 2010, at 2:33 AM, Lisa wrote:

> I am trying to compute the standardized betas for a Prais-Winsten Regression. I know that I can add the option "beta" in an OLS. When I add the option in a Prais-Winsten Regression, I don't get an error message, but the coefficients don't change. Can anyone please help me?

beta coefficients are just regression coefficients from z(y) = z(X)beta + e. Apply the z-transform to LHS and RHS variables and estimate the model. Ben Jann's -center- on SSC Is an easy way to do the standardization.


Kit Baum   |   Boston College Economics & DIW Berlin   |
                              An Introduction to Stata Programming  |
   An Introduction to Modern Econometrics Using Stata  |

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