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How can I estimate standardized coefficients in the context of ivreg2?
I don't see it among the options of ivreg2, although I know it is
possible with other commands.
If you mean what are sometimes known as 'beta coefficients', such as the beta option on -regress- provides, just transform your y and X variables with the z-transform before running the regression. Ben Jann's -center- on SSC is a convenient tool for this purpose. You will not need a constant term in the transformed regression, but it doesn't hurt if you include one.
Kit
coauthor ivreg2
Kit Baum | Boston College Economics and 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
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