注:此文來自社群群友@稀奇不了你 投稿,,針對該問題,各位學(xué)者可以做出進(jìn)一步討論,。
計(jì)量經(jīng)濟(jì)圈公眾號搜索功能及操作流程演示
自變量變化一個標(biāo)準(zhǔn)差,,因變量變化了多少, 該如何計(jì)算呢?即如何獲得標(biāo)準(zhǔn)化回歸系數(shù)(standardized coefficients)? 實(shí)證研究中,,自變量X變化一個標(biāo)準(zhǔn)差,,因變量Y變化了多少?①因變量Y變化了多少個單位標(biāo)準(zhǔn)差(百分比變化) = 兩者系數(shù)*自變量標(biāo)準(zhǔn)差/因變量標(biāo)準(zhǔn)差②因變量Y變化了多少 = 兩者系數(shù)*自變量標(biāo)準(zhǔn)差在Stata中,,reg y x,beta 后面加上beta就可以獲得標(biāo)準(zhǔn)回歸系數(shù),。①Cohen and Zarowin (2010) , Accrual-based and real earnings management activities around seasoned equity offering,,Journal of Accounting and Economics,May 2010, Pages 2-19. ②Arnold, J.M., Javorcik, B., Lipscomb, M. and Mattoo, A. (2016), Services Reform and Manufacturing Performance: Evidence from India. Econ J, 126: 1-39. https:///10.1111/ecoj.12206
|