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| From | Christopher Baum <kit.baum@bc.edu> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | re: st: Standardized coefficients with ivreg2 |
| Date | Wed, 20 Apr 2011 09:50:41 -0400 |
<> How can I estimate standardized coefficients in the context of ivreg2? I don't see it among the options of ivreg2, although I know it is possible with other commands. If you mean what are sometimes known as 'beta coefficients', such as the beta option on -regress- provides, just transform your y and X variables with the z-transform before running the regression. Ben Jann's -center- on SSC is a convenient tool for this purpose. You will not need a constant term in the transformed regression, but it doesn't hurt if you include one. Kit coauthor ivreg2 Kit Baum | Boston College Economics and 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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/