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st: Calculating standardised coefficients in a fixed effects model


From   "Fitzgerald, James" <J.Fitzgerald2@ucc.ie>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Calculating standardised coefficients in a fixed effects model
Date   Wed, 1 Aug 2012 12:10:06 +0000

Hi Statalisters

Is it possible to calculate standardised coefficients when using a fixed effects model?

I want to use the formula             B1' = B1  Sx1
                                                                                   Sy
but I am not sure if this is suitable given the fixed effects transformation.

Can I use the standard deviations of the non-transformed x1 (Sx1) and y (Sy) variables, even though B1 is estimated using transformed observations?
Or can I simply first standardise my observations for each variable and then run xtreg, fe? Will this produce standardised coefficients?

Thanks in advance

James

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