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From |
Maarten Buis <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Beta coefficients are not equal to coefficients on standardized variables? |

Date |
Sat, 16 Jun 2012 10:14:46 +0200 |

On Fri, Jun 15, 2012 at 5:22 PM, Roberto Liebscher wrote: > There is one thing that makes me puzzling about the - beta - option in > regression commands. In a simple example using the lifeexp dataset I first > used the built-in function - beta - : <snip> > Then I standardized the variables by hand and re-ran the regression with the > new variables: <snip> > Now the coefficients are slightly different. For example the coefficient on > gnppc_std is 0.6608475 whereas it has been 0.6506803 in the first > calculation. > Is this caused by rounding errors? Or is there any other explanation for > this? The main reason is that you standardized within the wrong sample. The -beta- option will standardize within the sample used by -regress-, i.e. ignore all observations where at least one variable contained a missing value. You standardized within the entire dataset. After that there is still a little difference, which you can take away by creating the standardized variables as -double-. *---------------- begin example ------------------ sysuse lifeexp, clear regress lexp gnppc popgrowth, beta // standardize in the false sample egen popgrowth_std_fs = std(popgrowth) egen lexp_std_fs = std(lexp) egen gnppc_std_fs = std(gnppc) regress lexp_std_fs gnppc_std_fs popgrowth_std_fs // get the right sample gen byte touse = !missing(popgrowth,lexp,gnppc) egen popgrowth_std = std(popgrowth) if touse egen lexp_std = std(lexp) if touse egen gnppc_std = std(gnppc) if touse regress lexp_std gnppc_std popgrowth_std // extra precision egen double popgrowth_std_d = std(popgrowth) if touse egen double lexp_std_d = std(lexp) if touse egen double gnppc_std_d = std(gnppc) if touse regress lexp_std_d gnppc_std_d popgrowth_std_d *----------------------- end example -------------------- (For more on examples I sent to the Statalist see: http://www.maartenbuis.nl/example_faq ) Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Beta coefficients are not equal to coefficients on standardized variables?***From:*Roberto Liebscher <[email protected]>

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