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, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Beta coefficients for GLM models?

From   Austin Nichols <>
Subject   Re: st: Beta coefficients for GLM models?
Date   Tue, 20 Nov 2012 21:18:03 -0500

Scott Holupka <>
The crucial information here is which link you are using, but assuming
a log link, the coefficient is essentially a percentage change in
expenditure; if your RHS variables are logged, you get an elasticity,
which is scale-free.

On Tue, Nov 20, 2012 at 4:59 PM, Scott Holupka <> wrote:
> I'm currently using GLM (Stata 12) to analyze some expenditure data and I
> would like to compare the effects of different coefficients in the model.
> If this were an OLS I would look at the beta coefficients, but I can't
> figure how to compute a beta or beta-like coefficient for a GLM model.  Is
> there any way to do this?
> Thanks for any suggestions or advice.
> Scott Holupka
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index