IDEAS home Printed from
   My bibliography  Save this paper

Post-estimation parameter recentering and rescaling


  • Douglas Hemken

    (Social Science Computing Cooperative, University of Wisconsin-Madison)


Recoding data prior to model estimation is a frequent part of analysis. For linear models this can be thought of as a change of basis that is common to the data and the model. Where the change of basis in the data is linear, the change in the model is also linear. We can calculate the transformed parameters (and the transformed parameter variance-covariance matrix) without actually recoding our data. The same mathematics that is used to design factorial experiments or design contrasts that include interactions can be extended to include re-centering and rescaling continuous variables in models with interaction terms. This gives us a general solution to such problems as calculating standardized coefficients, or converting models expressed in American units of measure to International units, regardless of whether the models include interaction terms or whether we have access to the original data. This is implemented here as a Stata program, stdParm, that produces centered and/or standardized parameters and precision matrices, post estimation.

Suggested Citation

  • Douglas Hemken, 2015. "Post-estimation parameter recentering and rescaling," 2015 Stata Conference 8, Stata Users Group.
  • Handle: RePEc:boc:scon15:8

    Download full text from publisher

    File URL:
    Download Restriction: no

    More about this item


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:scon15:8. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: . General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.