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Re: st: Coefficients in xtpcse
From
"Justina Fischer" <[email protected]>
To
[email protected]
Subject
Re: st: Coefficients in xtpcse
Date
Thu, 09 Jun 2011 01:08:28 +0200
Hi Bjorn,
guess you have to calculate the betas by hand :-) . It is not too difficult and I have done it in my past,too.
Good luck
justina
-------- Original-Nachricht --------
> Datum: Wed, 08 Jun 2011 20:55:06 +0200
> Von: [email protected]
> An: [email protected]
> Betreff: st: Coefficients in xtpcse
> Dear Stata users,
>
> I am running a xtpcse with 4 independent variables, with N=29 and t=19,
> and options AR(1), rhotype(tscorr).
>
> I understand the output of STATA and the coefficients printed, they all
> seem plausible regarding the data. But how can I tell STATA to print not only
> the estimated regression coefficients (B), but also the standardized
> coefficients (beta), to determine the weight of the independents within the
> model? In standard OLS regressions, there is an option "beta" to report the
> beta coefficients. In xtpcse, however, there is no such option. Putting "beta"
> as option after a xtpcse command returns "option beta not allowed".
>
> Is this xtpcse-inherent, i.e. that it is simply not possible to calculate
> betas in in xtpcse or is there some other point I missed?
>
> Thanks a lot in advance,
>
> Björn
> --
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--
Justina AV Fischer, PhD
Senior Researcher
Faculty of Economics
University of Mannheim
homepage: http://www.justinaavfischer.de/
e-mail: [email protected]
papers: http://ideas.repec.org/e/pfi55.html
*
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* http://www.stata.com/support/statalist/faq
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