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| From | Maarten Buis <maartenlbuis@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Standardized Coefficients after Regress with Cluster Adjustment |
| Date | Mon, 18 Jun 2012 10:13:17 +0200 |
On Mon, Jun 18, 2012 at 9:28 AM, Roberto Liebscher wrote: > When you want to get the standardized coefficients you are usually allowed > to add the option -beta- to the regress command in stata. However this > does not work when you use the option -cluster(group)- to adjust the VCE > for cluster correlated disturbances. > > What is the reason for this and is it allowed to calculate the > standardized coefficients by hand in this case? Unfortunately I can not > understand why this should not be allowed as standardization is just a > transformation of the coefficients. You are allowed to do whatever you like. However, with such freedom comes responsibility. It is now up to you to convince others that what you did actually makes sense. To me the transformation implicit in standardized coefficients makes (some) sense when there is a meaningful estimate of the standard deviations for each variable. If that is in doubt, e.g. because you have a clustered sample, than standardized coefficients cease to be meaningful. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/