Re: st: Standardized Coefficients after Regress with Cluster Adjustment

[Maarten Buis <maartenlbuis@gmail.com>]

On Mon, Jun 18, 2012 at 9:28 AM, Roberto Liebscher wrote:
> When you want to get the standardized coefficients you are usually allowed
> to add the option -beta- to the regress command in stata. However this
> does not work when you use the option -cluster(group)- to adjust the VCE
> for cluster correlated disturbances.
>
> What is the reason for this and is it allowed to calculate the
> standardized coefficients by hand in this case? Unfortunately I can not
> understand why this should not be allowed as standardization is just a
> transformation of the coefficients.

You are allowed to do whatever you like. However, with such freedom
comes responsibility. It is now up to you to convince others that what
you did actually makes sense.

To me the transformation implicit in standardized coefficients makes
(some) sense when there is a meaningful estimate of the standard
deviations for each variable. If that is in doubt, e.g. because you
have a clustered sample, than standardized coefficients cease to be
meaningful.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------
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