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 at the end of May, and its replacement, statalist.org is already up and running.


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

Re: st: Beta coefficients


From   Sjoerd van Bekkum <vanbekkum@ese.eur.nl>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Beta coefficients
Date   Fri, 14 Dec 2012 16:24:25 +0100

Hello Bülent,

You can alway standardize your coefficients yourself, for instance:

preserve
loc var " yvar xvar1 xvar2 xvar3 xvar4"
foreach x in `var' {
 egen `x'_mu = mean(`x')
 egen `x'_sd = sd(`x')
 replace `x' = (`x'-`x'_mu)/`x'_sd
 drop `x'_mu `x'_sd
}

xtivreg2 y x1 x2 x3 x4 etc etc
restore

This method is quick and dirty, but you can easily embed it into a
program or (a)do file.
Best,
Sjoerd

---

Sjoerd van Bekkum
Assistant Professor of Finance, Erasmus University, Netherlands
W  http://people.few.eur.nl/vanbekkum/    P (+31)-10-4082114   F (+31) 10 -
40 89165




On 14 December 2012 08:40, 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.
>
> Thank you.
>
>
> --
> Bülent Köksal
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/faqs/resources/statalist-faq/
> *   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index