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RE: st: Beta values in QREG


From   "Santos Silva, J.M.C." <jmcss@essex.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Beta values in QREG
Date   Sun, 23 Jun 2013 10:09:21 +0100

Dear Scott,

What exactly do you mean when you say that running qreg with standardized 
variables leads to different results? The results should be exactly the same (I 
mean, the R2, objective function, etc), except that the coefficients of the 
regressors are now multiplied by the standard errors of the original regressors. 
Don't you get this?

All the best,

Joao


> From           "Scott Holupka" <scott.holupka@jhu.edu>
> To           <statalist@hsphsun2.harvard.edu>
> Subject           st: Beta values in QREG
> Date           Fri, 21 Jun 2013 16:03:55 -0400
> 
> Does anyone know if there is a statistical reason why the Stata quantile
> regression program "qreg" does not provide an option for producing beta
> values?  I know a question about beta values in qreg was raised just a few
> months ago, and the one response suggested that there might be a statistical
> reason why the option wasn't available, but I didn't see anything more
> definitive.
> 
> I did try standardizing all of my variables and re-running QREG, as had been
> previously suggested, but the results between the unstandardized and
> standardized models seem so different I'm not sure if I did something wrong
> or if there's a more fundamental reason why the results don't line up.
> 
> Thanks for any advice.
> 
> Scott Holupka
> 
> 
> C. Scott Holupka, Ph.D.
> Senior Research Associate
> Johns Hopkins University
> Institute for Policy Studies
> 3400 N. Charles St.
> Baltimore, MD 21218-2688
> 
> 410-516-5046
> Scott.Holupka@jhu.edu
> 
> 
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