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st: RE: Re: standardized betas in Prais-Winsten Regression
From
Schöler, Lisa <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: RE: Re: standardized betas in Prais-Winsten Regression
Date
Fri, 22 Oct 2010 12:52:54 +0000
Hi,
I centered all my variables and ran the Prais-Winsten Regression with the centered variables. The coefficients are the same for uncentered and centered variables. I think that this can't be true. Does anyone know why this problem occurs?
Thank you
Lisa
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Christopher Baum
Sent: Wednesday, October 20, 2010 3:16 PM
To: [email protected]
Subject: st: Re: standardized betas in Prais-Winsten Regression
<>
On Oct 20, 2010, at 2:33 AM, Lisa wrote:
> I am trying to compute the standardized betas for a Prais-Winsten Regression. I know that I can add the option "beta" in an OLS. When I add the option in a Prais-Winsten Regression, I don't get an error message, but the coefficients don't change. Can anyone please help me?
beta coefficients are just regression coefficients from z(y) = z(X)beta + e. Apply the z-transform to LHS and RHS variables and estimate the model. Ben Jann's -center- on SSC Is an easy way to do the standardization.
Kit
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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