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Re: st: Beta coefficients
From
Richard Williams <[email protected]>
To
[email protected], "[email protected]" <[email protected]>
Subject
Re: st: Beta coefficients
Date
Fri, 14 Dec 2012 10:42:46 -0500
With do it yourself approaches keep in mind that
the sample used in the estimation command may be
different than the full sample (e.g. because of
missing data or because you only analyze a subset
of the data). You may therefore need to add an if qualifier of some sort, e.g.
gen touse = !missing(y, x1, x2, x3, x4)
egen `x'_mu = mean(`x') if touse
At 10:24 AM 12/14/2012, Sjoerd van Bekkum wrote:
Hello Bülent,
You can alway standardize your coefficients yourself, for instance:
preserve
loc var " yvar xvar1 xvar2 xvar3 xvar4"
foreach x in `var' {
egen `x'_mu = mean(`x')
egen `x'_sd = sd(`x')
replace `x' = (`x'-`x'_mu)/`x'_sd
drop `x'_mu `x'_sd
}
xtivreg2 y x1 x2 x3 x4 etc etc
restore
This method is quick and dirty, but you can easily embed it into a
program or (a)do file.
Best,
Sjoerd
---
Sjoerd van Bekkum
Assistant Professor of Finance, Erasmus University, Netherlands
W http://people.few.eur.nl/vanbekkum/ P (+31)-10-4082114 F (+31) 10 -
40 89165
On 14 December 2012 08:40, Bülent Köksal <[email protected]> wrote:
>
> Dear Stata Users,
>
> Is there a way of getting beta coefficients after xtivreg or xtivreg2 ?
>
> I tried using betacoef program but it seems that it does not work
> after xtivreg2.
>
> Thank you.
>
>
> --
> Bülent Köksal
>
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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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