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BETACOEF: Stata module to calculate beta coefficients from regression

Author

Listed:
  • Christopher F Baum

    (Boston College)

Programming Language

Stata

Abstract

betacoef computes the beta coefficients from the previous regression (estimated via regress, ivreg, or ivreg2) and returns them in r(beta). The regression may use weights (except pw). As only the original regression coefficient point estimates are used in the computation, the form of standard errors does not matter. For compatibility with version 7, the beta coefficient for the constant term (if present) is set to zero rather than missing.

Suggested Citation

  • Christopher F Baum, 2004. "BETACOEF: Stata module to calculate beta coefficients from regression," Statistical Software Components S436701, Boston College Department of Economics, revised 13 Jan 2004.
    • Handle: RePEc:boc:bocode:s436701
    Note: This module may be installed from within Stata by typing "ssc install betacoef". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/b/betacoef.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/b/betacoef.hlp
    File Function: help file
    Download Restriction: no
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