Thank you ever so much for answer. We see the intuition in your reasoning
and are grateful for the mat-computations. Again, thank you.
All the best,
Kristian & Lars
-----Oprindelig meddelelse-----
Fra: [email protected]
[mailto:[email protected]] På vegne af Richard Williams
Sendt: 27. oktober 2008 06:24
Til: [email protected]; [email protected]
Emne: Re: st: Reporting standard errors for bStdXY in listcoef in spost ado
At 04:02 PM 10/26/2008, Kristian Karlson wrote:
>Hi
>
>We are trying to get the listcoef in the spost-ado to report standard
errors
>of the fully standardized coefficient (bStdXY) after running ologit.
>Although we have searched the statalist and the web, no solutions have been
>found. We would like a helping hand on this one.
>
>All the best,
>Kristian & Lars
It took me about a minute to figure out the algebra and another hour
to figure out how to program it. :)
Keep in mind that, when coefficients are standardized, the b's and
se's get rescaled the same way, so the z values stay the same. Ergo,
the simplest thing is just to report the z values.
But, if you absolutely positively must report the se's, note that z =
b/se implies that se = b/z. Ergo, do something like
. use "http://www.indiana.edu/~jslsoc/stata/spex_data/ordwarm2.dta";
(77 & 89 General Social Survey)
. quietly ologit warm yr89 male white age ed prst
. listcoef, std m
ologit (N=2293): Unstandardized and Standardized Estimates
Observed SD: .9282156
Latent SD: 1.9410634
----------------------------------------------------------------------------
---
warm
| b z P>|z| bStdX bStdY bStdXY SDofX
-------------+--------------------------------------------------------------
---
yr89
| 0.52390 6.557 0.000 0.2566 0.2699 0.1322 0.4897
male
| -0.73330 -9.343 0.000 -0.3658 -0.3778 -0.1885 0.4989
white
| -0.39116 -3.304 0.001 -0.1287 -0.2015 -0.0663 0.3290
age
| -0.02167 -8.778 0.000 -0.3635 -0.0112 -0.1873 16.7790
ed
| 0.06717 4.205 0.000 0.2123 0.0346 0.1094 3.1608
prst
| 0.00607 1.844 0.065 0.0880 0.0031 0.0453 14.4923
----------------------------------------------------------------------------
---
. mat se = r(b_std) * inv(diag(r(b_z)))
. mat list se
se[1,6]
yr89 male white age ed prst
bStdXY .02015796 .02017091 .02006427 .0213363 .0260136 .02458533
-------------------------------------------
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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