Dear all,
I had some occasions to use eivreg in Stata, but I always found the absence of standardized coefficient somewhat regrettable, especially when I usually report both the standardized and unstandardized coefficients. If it's not reported in eivreg, how would you compute the standardized coefficient ? Generally, it's done by coeff(X)/SD(Y)*SD(X). However, eivreg is supposed to correct for measurement error, and there is no reason why the SD of the corrected independent variable(s) should remain the same. If anything, the SD should be lower. If you have any ideas...
I had some occasions to use eivreg in Stata, but I always found the absence of standardized coefficient somewhat regrettable, especially when I usually report both the standardized and unstandardized coefficients. If it's not reported in eivreg, how would you compute the standardized coefficient ? Generally, it's done by coeff(X)/SD(Y)*SD(X). However, eivreg is supposed to correct for measurement error, and there is no reason why the SD of the corrected independent variable(s) should remain the same. If anything, the SD should be lower. If you have any ideas...
