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st: Re: Calculate beta values for mim results


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: Re: Calculate beta values for mim results
Date   Fri, 1 May 2009 00:50:34 +0200

<>

If you think it is appropriate to do so, you can recover beta coefficients manually yourself. As far as I can tell, that is pretty much what -betacoef- does internally.

*********
*to recover beta coefficients

sysuse auto, clear
qui reg pr we f rep tr tu
qui sum pr if e(sample)
sca sd=r(sd)
qui tabstat we f rep tr tu if e(sample), ///
statistics( sd ) columns(variables) save

mata
sds=st_matrix("r(StatTotal)")'
mata stata qui reg pr we f rep tr tu
bs=st_matrix("e(b)")[1..5]'
beta=bs:*sds:/st_numscalar("sd")
beta
end

*check
reg pr we f rep tr tu, beta noheader
******


HTH
Martin
_______________________
----- Original Message ----- From: <[email protected]>
To: <[email protected]>
Sent: Thursday, April 30, 2009 10:35 PM
Subject: st: Calculate beta values for mim results


Dear All,

Can I calculate beta values besides the standard estimates that the - mim- command produces? I tried using the below commands, but results returned no values. Thank you.

Best regards,
Frank


mim: regress y x1 x2.....
mim, storebv
betacoef
return list
matrix list r(beta)

Results:
r(beta) [1,23]
x1    x2... _cons
.         .           0

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