Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

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

Re: st: Coefficients in xtpcse

Subject   Re: st: Coefficients in xtpcse
Date   Wed, 8 Jun 2011 19:33:44 +0000

No, there is no impediment, so far as I am aware. If you feel so inclined, what's stopping you from calculating them yourself? The mathematics of it are pretty straightforward.

------Original Message------
Subject: st: Coefficients in xtpcse
Sent: 8 Jun 2011 19:55

Dear Stata users,

I am running a xtpcse with 4 independent variables, with N=29 and t=19, and options AR(1), rhotype(tscorr).

I understand the output of STATA and the coefficients printed, they all seem plausible regarding the data. But how can I tell STATA to print not only the estimated regression coefficients (B), but also the standardized coefficients (beta), to determine the weight of the independents within the model? In standard OLS regressions, there is an option "beta" to report the beta coefficients. In xtpcse, however, there is no such option. Putting "beta" as option after a xtpcse command returns "option beta not allowed".

Is this xtpcse-inherent, i.e. that it is simply not possible to calculate betas in in xtpcse or is there some other point I missed?

Thanks a lot in advance,

NEU: FreePhone - kostenlos mobil telefonieren!			
Jetzt informieren:
*   For searches and help try:

*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index