Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • asdoc + asreg: Reporting beta coefficients (standardized coefficients) instead of unstandardized coefficients for nested regressions table

    I am using asdoc and asreg to create a nested output table:
    Code:
    asdoc asreg Y x1,         fmb nest rep(t) reset
    asdoc asreg Y x1 x2,      fmb nest rep(t)
    asdoc asreg Y x1 x2 x3,   fmb nest rep(t)
    The output looks all fine. But now instead of the unstandardized coefficients I would like to report the standardized coefficients / betas / slope coefficients.
    Attaullah Shah, is that possible with asdoc?

    asreg is saving the beta matrix in e(b). I thought about adding "stat(b)" to the last line in the code sample above then. But this only creates a summary row at the very bottom of the table with the value ".z" in the entire row, so I guess that this option is designed for adding summary statistics only...

    Thanks and Best,
    Niklas

  • #2
    There is some confusion here. The standardized beta coefficients are the regression coefficients obtained by first standardizing all variables to have a mean of 0 and a standard deviation of 1. The matrix created by asreg does not contain beta coefficients, they are normal slopes, which you already get with the nest option in asdoc.
    asreg does not create standardized coefficients.
    Regards
    --------------------------------------------------
    Attaullah Shah, PhD.
    Professor of Finance, Institute of Management Sciences Peshawar, Pakistan
    FinTechProfessor.com
    https://asdocx.com
    Check out my asdoc program, which sends outputs to MS Word.
    For more flexibility, consider using asdocx which can send Stata outputs to MS Word, Excel, LaTeX, or HTML.

    Comment


    • #3
      Originally posted by Attaullah Shah View Post
      There is some confusion here. The standardized beta coefficients are the regression coefficients obtained by first standardizing all variables to have a mean of 0 and a standard deviation of 1. The matrix created by asreg does not contain beta coefficients, they are normal slopes, which you already get with the nest option in asdoc.
      asreg does not create standardized coefficients.
      Thank you for clarifiying. Somehow I was tempted to assume e(b) includes the betas, because of the notation.
      Anyways, as you pointed out I can convert my regression variables to z-scores to obtain the standardized coefficients with asreg then.

      Comment

      Working...
      X