Announcement

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

  • Standardized Coefficients

    I'm currently writing my dissertation and I'm in the process of writing up my results. In a few studies, I have seen people report the results as 'a one standard deviation increase in the independent variable increases the dependent variable by x%'. I have also seen people report the results as 'a one standard deviation increase in the independent variable increases the dependent variable by x standard deviations'.

    So for example, one of my regressions is

    xi: reg GrowthrateGDPpc SecondaryaidGDPperYear Govt CapitalFormation lnin lninitial trade i.Year, beta
    GrowthrateGDPpc Coef. Std. Err. t P>t Beta
    SecondaryaidGDPperYear -6.81619 4.070058 -1.67 0.096 -0.12313
    Govt -0.0961052 0.0572342 -1.68 0.095 -0.11855
    CapitalFormation 0.2297965 0.0397146 5.79 0 0.412381
    lnin -0.1566097 0.3482055 -0.45 0.654 -0.03159
    lninitial -1.481941 0.3892724 -3.81 0 -0.2657
    trade 0.0004616 0.0067315 0.07 0.945 0.004951
    _IYear_2005 1.903941 0.6739045 2.83 0.005 0.250263
    _IYear_2008 -0.93068 0.6784546 -1.37 0.172 -0.1203
    _IYear_2011 -0.0143107 0.6918516 -0.02 0.984 -0.00178
    _cons 10.91137 3.394956 3.21 0.002 .

    How do I report the beta coefficients? Ideally I would like to report it as 'a one standard deviation increase in the Secondary aid decreases growth by x%, How do I do this?

    Thankyou
    Steph Page
    Last edited by stephlp; 17 Apr 2014, 12:09.

  • #2
    If your dependent variable measures a rate, you should consider using a fractional logit model instead of an OLS regression using glm with a logit link, family binomial, and vce(robust). See http://www.stata.com/meeting/germany...any10_buis.pdf . Using the results you could use margins to predict the change in your dependent variable by a decrease in growth by x% (I cannot comment on the question whether your model makes sense).

    Comment

    Working...
    X