Beta coefficient CI

[Nikos Kakouros]

Dear all,

I am running the regress command with the beta option.
What is the easiest/best way to calculate CI for the beta coefficients?

I thought of maybe just bootstrapping the model, but I could not see the beta coefficients saved anywhere by

ereturn list

Thanking you in advance.

Nikos

[Phil Bromiley]

If you don't use the beta option, Stata gives you that confidence interval. You could go the equivalent of the beta option by standardizing your variables and running the regression.

egen v1=std(var1)
egen v2 = std(var2)
reg v1 v2