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st: z-scores in cross-sectional times series

From   "Orsolya K. Lazar" <[email protected]>
To   [email protected]
Subject   st: z-scores in cross-sectional times series
Date   Sun, 2 Jan 2005 20:01:42 -0700


I would like to ask for advice in using standardized variables (z-scores) in
cross-sectional time series analysis (xtreg).

Should z-scored be calculated over the entire sample, or should different
z-scores be calculated for each time period?

The argument for calculating z-scores by time period would focus on keeping
variables "within context."

On the other hand, it seems to me that using z-scores that are based on
different subsets of the data renders the coefficient uninterpretable.  Ie. -
how can a 1 standard deviation difference be interpreted if that standard
deviation applies to only one particular year.

Any thoughts on this would be most welcomed.

Orsi Lazar

Orsolya K. Lazar
Dept. of Political Science
University of Arizona
Tucson, AZ 85721-0027
[email protected]

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