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Re: st: Beta coefficients


From   Sjoerd van Bekkum <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: Beta coefficients
Date   Fri, 14 Dec 2012 16:24:25 +0100

Hello Bülent,

You can alway standardize your coefficients yourself, for instance:

preserve
loc var " yvar xvar1 xvar2 xvar3 xvar4"
foreach x in `var' {
 egen `x'_mu = mean(`x')
 egen `x'_sd = sd(`x')
 replace `x' = (`x'-`x'_mu)/`x'_sd
 drop `x'_mu `x'_sd
}

xtivreg2 y x1 x2 x3 x4 etc etc
restore

This method is quick and dirty, but you can easily embed it into a
program or (a)do file.
Best,
Sjoerd

---

Sjoerd van Bekkum
Assistant Professor of Finance, Erasmus University, Netherlands
W  http://people.few.eur.nl/vanbekkum/    P (+31)-10-4082114   F (+31) 10 -
40 89165




On 14 December 2012 08:40, Bülent Köksal <[email protected]> wrote:
>
> Dear Stata Users,
>
> Is there a way of getting beta coefficients after xtivreg or xtivreg2 ?
>
> I tried using betacoef program but it seems that it does not work
> after xtivreg2.
>
> Thank you.
>
>
> --
> Bülent Köksal
>
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