Re: st: estout - betas

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 09:41 AM 8/23/2007, Ben Jann wrote:
> Thanks Rich. This is, in fact, the formula that -esttab- uses. What I
> meant is that there should be a way to compute the betas without going
> back to the data to get the standard deviations of the variables, but
> to somehow derive the betas from e(b) and e(V). This must be possible
> since, e.g., -regress- is able to display the betas even after all
> data were dropped:
>
> sysuse auto
> reg price weight mpg
> drop _all
> regress , beta
>
> But maybe regress has some secret place where it stores the betas. I 
> don't know.
> ben
Interesting.  Maybe Stata is hiding stuff from us.  Or maybe it has 
some clever little formula.

There is enough info ereturned to get the variance and standard 
deviation of Y.  Adding this to your earlier code,

. display (`=e(mss)'  + `=e(rss)'  )/( `=e(N)' - 1)
8699526

. display sqrt((`=e(mss)'  + `=e(rss)'  )/( `=e(N)' - 1))
2949.4959

So, maybe it can be figured out from there.  Still, I'm with you, I 
don't know why the original questioner was having a problem in the first place.


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Richard Williams, Notre Dame Dept of Sociology
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