Re: st: Confidence Interval for Standardized Coefficients

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

At 07:19 AM 3/7/2007, Mak, Timothy wrote:
> Hi,
>
> SPSS can apparently produce the Meyer and Younger (1976) confidence
> interval for standardized coefficients in linear regression. Can Stata
> produce anything equivalent?
I'm not familiar with Meyer and Younger.  But, my guess is that you 
could standardize the variables yourself and then run the 
regression.  In this example I use Ben Jann's -center- command, 
available from SSC.

. webuse auto, clear
(1978 Automobile Data)

. quietly reg  price weight foreign

. center price weight foreign if e(sample), s

. reg  c_price c_weight c_foreign

      Source |       SS       df       MS              Number of obs =      74
-------------+------------------------------           F(  2,    71) =   35.35
       Model |  36.4225913     2  18.2112957           Prob > F      =  0.0000
    Residual |  36.5774093    71  .515174779           R-squared     =  0.4989
-------------+------------------------------           Adj R-squared =  0.4848
       Total |  73.0000006    73  1.00000001           Root MSE      =  .71776

------------------------------------------------------------------------------
     c_price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
    c_weight |   .8750157   .1043141     8.39   0.000     .6670192    1.083012
   c_foreign |   .5674549   .1043141     5.44   0.000     .3594584    .7754514
       _cons |  -4.25e-09   .0834375    -0.00   1.000    -.1663697    .1663697
------------------------------------------------------------------------------



-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/