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Re: st: Beta coefficients


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Beta coefficients
Date   Fri, 14 Dec 2012 10:24:00 -0500

On Fri, Dec 14, 2012 at 2:40 AM, Bülent Köksal <bkoksal@gmail.com> wrote:
> Dear Stata Users,
>
> Is there a way of getting beta coefficients after xtivreg or xtivreg2 ?
>
> I tried using betacoef program but it seems that it does not work
> after xtivreg2.

I assume by beta coefficients you mean standardized regression
coefficients? If so, I'd check to see if those are meaningful for
these models but you can standardize your variables yourself and then
run the models, which ends up being the same as standardizing after
the fact, at least in ordinary regression.

Example:

sysuse auto
regress mpg headroom, beta
egen Zmpg = std(mpg)
egen Zheadroom = std(headroom)
regress Zmpg Zheadroom

Various implied nonlinearities or interactions in IV type models may
make standardized regression coefficients not mean what they mean in
an ordinary regression, though.

Jay

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