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re: st: Standardized coefficients with ivreg2


From   Christopher Baum <kit.baum@bc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   re: st: Standardized coefficients with ivreg2
Date   Wed, 20 Apr 2011 09:50:41 -0400

<>
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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