My mistake --- the correct formula is SE(StdBeta_i) =
[SD(x_i)/SD(y)]*SE(beta_i)
In addition, the Yvar in the regress command also must be standardized, in
this case the CIs are obtained directly from the output.
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Edgar Munoz
Sent: Saturday, July 25, 2009 2:43 PM
To: [email protected]
Subject: st: RE: Confidence Interval for Standardized Beta Coefficients in
Linear Regression
Andres,
The simplest way is using the formula: SE(StdBeta_i) =
[SD(Y)/SD(X_i)]*SE(beta_i) all of those numbers are available from regress
output. Also, you could running a "regress" command using the standardized
Xs variables in place of the original variables.
Anyway you have those standard errors, you will be able to calculate 95% CIs
for each coefficient using StdBeta +/- 2*SE(StdBeta).
Edgar Munoz, BS, MS
Statistician
Institute for Health Promotion Research
School of Medicine
University of Texas Health Science Center at San Antonio
210-562-6500 (main)
210-562-6511 (direct)
210-348-0554 (fax)
[email protected]
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Andres Fandino
Losada
Sent: Friday, July 24, 2009 5:20 AM
To: Stata List
Subject: st: Confidence Interval for Standardized Beta Coefficients in
Linear Regression
Dear Stata List Members,
How can I obtain the Confidence Intervals for Standardized Beta
Coefficients in Linear Regression Analyses?
Thank you very much,
Andrés.
Andrés Fandiño-Losada
MD. MSc (Epidemiology). PhD Student.
Department of Public Health Sciences
Karolinska Institute
e-mail: [email protected]
[email protected]
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