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st: standardised coefficients after lincom
From
Christopher Hein <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: standardised coefficients after lincom
Date
Fri, 6 Sep 2013 21:05:13 +0000
Dear fellow users,
I would like to compute the standardised coefficient after a linear combination test (lincom command). In to complicate things all my variables I am using in lincom
lincom Xvar1+Xvar2+Xvar3
are interactions of a continuous variable and a dummy. Now I know that some disciplines aren't fond of standardised coefficients. This aside, I have found out that to compute the standardised coefficient of an interaction variable (that I created manually, not by using xi:) STATA uses the standard deviation of the corresponding un-interacted variable. To compute the standardised coefficient STATA uses the standard error of the estimate and NOT the standard deviation of the dummy variable.
So my question now is first: how to compute the standardised coefficient of any linear combination.
And secondly: what should I do in my case?
Note the normal formula to compute the standardised coefficient for variable X is:
beta=rawb_X*(sd_X/sd_Y), where sd_X is the standard deviation of variable X and sd_Y the standard deviation of the dependent variable.
Best,
Christopher F. Hein
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