From | Kit Baum <[email protected]> |
To | [email protected] |
Subject | st: retrieving beta coeffs |
Date | Mon, 12 Jan 2004 11:35:20 -0500 |
Richard suggested
does anyone know how to access the beta coeffients after regress, beta. I know how to access the standard coefficients, but not the beta coefficients. Thanks, Eric NeumayerA slightly less clunky way is to consider that the beta coeffs difffer from the regression coeffs by the ratio of sigmas of the variables--you don't need to rerun the regression to calculate that ratio from the estimation sample. The following routine, run after regress, will give back the vector of beta coeffs. If there is a constant in the original regression, its coefficient is returned as zero (since in version 7, matrices may not contain missing values).
Dr. Eric Neumayer
One clunky way is to standardize the variables first and then run the regression with or without the noconstant option, e.g.
. egen zincome = std(income)
. egen zeduc = std(educ)
. egen zjobexp = std(jobexp)
. egen zblack = std(black)
. quietly reg zincome zeduc zjobexp zblack, noconstant
. mat list e(b)
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