自变量变化一个标准差,因变量变化了多少, 该如何计算呢?即如何获得标准化回归系数(standardized coefficients)?实证研究中,自变量X变化一个标准差,因变量Y变化了多少?①因变量Y变化了多少个单位标准差(百分比变化) = 两者系数*自变量标准差/因变量标准差②因变量Y变化了多少 = 两者系数*自变量标准差在Stata中,reg y x,beta 后面加上beta就可以获得标准回归系数。其他具体文献,比如,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://doi.org/10.1111/ecoj.12206