Standardized Coefficients

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

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TheRocK
Posts: 20
Joined: Sun Jan 18, 2009 4:18 am

Standardized Coefficients

Postby TheRocK » Tue May 19, 2009 4:46 am

Hi everybody,

I have a question. After estimating the regression, you cannot tell which regressor had the largest impact by looking at the coefficients as their magnitude depends on the scaling of the variable. I stumbled accross the term "standardized coefficients" and "z-scores". Is it possible to calculate those in eviews? if yes, how ? :-)

Thank you very much for your help.

All the best

Kai

trubador
Did you use forum search?
Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: Standardized Coefficients

Postby trubador » Tue May 19, 2009 5:00 am


TheRocK
Posts: 20
Joined: Sun Jan 18, 2009 4:18 am

Re: Standardized Coefficients

Postby TheRocK » Tue May 19, 2009 5:54 am

Hi, thanks for the link. I searched for standardiZed coefficients which explains why I did not find anything.

How can I alter the code in order to replicate my estimation procedure, namely a fixed-effects (cross-section) regression model on an unbalanced sample with cross-section weights (PCSE) standard errors?

All the best and thanks

Kai

TheRocK
Posts: 20
Joined: Sun Jan 18, 2009 4:18 am

Re: Standardized Coefficients

Postby TheRocK » Fri May 22, 2009 10:56 am

Can anybody help me please ? I am not familiar with eviews programming language and cannot do it myself ... :-/
Thanks !


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