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Re: st: Outreg2 beta versus OLS beta

From   James J Walters <[email protected]>
To   [email protected]
Subject   Re: st: Outreg2 beta versus OLS beta
Date   Thu, 07 Sep 2006 11:15:35 -0400

Roy Wada

I wanted to thank you for the response to my post. I have to confess I am still a bit confused. After receiving your comments I removed the -aweights- and still obtained different Beta coefficients from OLS and the Outreg2 command. 

----- Original Message -----
From: roy wada <[email protected]>
Date: Friday, August 25, 2006 11:11 am
Subject: st: Outreg2 beta versus OLS beta

> This is a repost with a correct subject line. My apologies.
> James wants to know about beta coefficients and outreg2.
> Standardized beta coefficients can be obtained by first 
> standardizing all
> variables to a mean of 0 and a standard deviation of 1. Or you can
> deflate each estiamted coefficient by its standard error of its variable after the
> estimation, which is what outreg2 does. James is using analytic 
> weights(see, which
> alters that relationship. I am assuming that Stata is applying the 
> betatransformation prior to applying the analytic weights, but the 
> applicationof analytic weight would likely cause it to violate the 
> beta condition of
> zero means and unitary standard deviation - which is probably 
> responsiblefor the discrepancy. It would be more meaningful if the 
> analytic weights
> were first applied (by hand, if necessary) and then the beta 
> transformationis conducted. In that case you would have true beta 
> coefficients.
> Roy
> *******
> From: James J Walters <[email protected]>
> Subject: st: Outreg2 beta versus OLS beta
> The calculation of standardized coefficients using OLS yields one 
> set of 
> beta values in place of the confidence intervals. The Outreg2 
> command yields 
> somewhat different values even when derived from the stored values 
> of OLS 
> with the beta option. I am using -aweights- so the -listcoef- has 
> not been 
> helpful interpreting why these values are different. I will 
> appreciate 
> someone pointing me in the right direction.
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