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]

Re: st: Coefficients in xtpcse


From   "Justina Fischer" <JAVFischer@gmx.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Coefficients in xtpcse
Date   Thu, 09 Jun 2011 01:08:28 +0200

Hi Bjorn,

guess you have to calculate the betas by hand :-) . It is not too difficult and I have done it in my past,too.

Good luck

justina

 
-------- Original-Nachricht --------
> Datum: Wed, 08 Jun 2011 20:55:06 +0200
> Von: bjoern.dingsda@gmx.de
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: Coefficients in xtpcse

> Dear Stata users,
> 
> I am running a xtpcse with 4 independent variables, with N=29 and t=19,
> and options AR(1), rhotype(tscorr).
> 
> I understand the output of STATA and the coefficients printed, they all
> seem plausible regarding the data. But how can I tell STATA to print not only
> the estimated regression coefficients (B), but also the standardized
> coefficients (beta), to determine the weight of the independents within the
> model? In standard OLS regressions, there is an option "beta" to report the
> beta coefficients. In xtpcse, however, there is no such option. Putting "beta"
> as option after a xtpcse command returns "option beta not allowed".
> 
> Is this xtpcse-inherent, i.e. that it is simply not possible to calculate
> betas in in xtpcse or is there some other point I missed?
> 
> Thanks a lot in advance,
> 
> Björn 
> -- 
> NEU: FreePhone - kostenlos mobil telefonieren!			
> Jetzt informieren: http://www.gmx.net/de/go/freephone
> *
> *   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/

-- 
Justina AV Fischer, PhD
Senior Researcher
Faculty of Economics
University of Mannheim

homepage: http://www.justinaavfischer.de/
e-mail: javfischer@gmx.de
papers: http://ideas.repec.org/e/pfi55.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/


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