Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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


From   Schöler, Lisa <lschoeler@wiwi.uni-frankfurt.de>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Re: standardized betas in Prais-Winsten Regression
Date   Fri, 22 Oct 2010 12:52:54 +0000

Hi,

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
Lisa


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Christopher Baum
Sent: Wednesday, October 20, 2010 3:16 PM
To: statalist@hsphsun2.harvard.edu
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



Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index