Standardized Coefficients
Posted: 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
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