Multiple linear regression analysis: How to get Confidence Interval with beta coefficients?

[Lars Andersson]

Hello!
As the title states, I'm wondering how to calculate CI with the beta option applied in multiple linear regression analysis?

Have a great day!

Kind regards
Lars Andersson

[Andrew Musau]

And while you are at it, you can ask "How do you get the standard errors?". Specifying the option -beta- just displays the standardized coefficients and these are not stored. If you want the complete output, just do the standardization yourself.

sysuse auto, clear
regress mpg weight turn disp gear, beta
*STANDARDIZE
 foreach var of varlist mpg weight turn disp gear{
    qui sum `var' if e(sample)
    replace `var'= (`var'- r(mean))/r(sd) if e(sample)
}
regress mpg weight turn disp gear

Res.:

. regress mpg weight turn disp gear, beta

      Source |       SS           df       MS      Number of obs   =        74
-------------+----------------------------------   F(4, 69)        =     32.97
       Model |  1604.11887         4  401.029717   Prob > F        =    0.0000
    Residual |  839.340592        69  12.1643564   R-squared       =    0.6565
-------------+----------------------------------   Adj R-squared   =    0.6366
       Total |  2443.45946        73  33.4720474   Root MSE        =    3.4877

------------------------------------------------------------------------------
         mpg |      Coef.   Std. Err.      t    P>|t|                     Beta
-------------+----------------------------------------------------------------
      weight |  -.0059168    .001442    -4.10   0.000                -.7948307
        turn |  -.1345925   .1808358    -0.74   0.459                -.1023455
displacement |   .0077091   .0116152     0.66   0.509                 .1223716
  gear_ratio |   .5694417   1.606361     0.35   0.724                 .0449103
       _cons |   41.26146   8.248975     5.00   0.000                        .
------------------------------------------------------------------------------



. regress mpg weight turn disp gear

      Source |       SS           df       MS      Number of obs   =        74
-------------+----------------------------------   F(4, 69)        =     32.97
       Model |  47.9241331         4  11.9810333   Prob > F        =    0.0000
    Residual |  25.0758665        69  .363418355   R-squared       =    0.6565
-------------+----------------------------------   Adj R-squared   =    0.6366
       Total |  72.9999996        73  .999999994   Root MSE        =    .60284

------------------------------------------------------------------------------
         mpg |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      weight |  -.7948307   .1937067    -4.10   0.000    -1.181265   -.4083964
        turn |  -.1023455   .1375093    -0.74   0.459    -.3766691    .1719781
displacement |   .1223716   .1843761     0.66   0.509    -.2454486    .4901917
  gear_ratio |   .0449103   .1266894     0.35   0.724    -.2078281    .2976487
       _cons |  -7.97e-09   .0700789    -0.00   1.000    -.1398037    .1398037
------------------------------------------------------------------------------

[Lars Andersson]

Great! Thank you Andrew!

Kind regards
Lars