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Re: st: Beta coefficients for GLM models?


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Beta coefficients for GLM models?
Date   Tue, 20 Nov 2012 21:18:03 -0500

Scott Holupka <Scott.Holupka@jhu.edu>
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 <Scott.Holupka@jhu.edu> 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
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