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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: reg with xi and if exp |

Date |
Wed, 28 Aug 2002 20:09:51 +0100 |

Plattner, Dankwart > I encounter a behavior I don't understand. I'm running a regression > (stripped down to its bones in order to better present my > problem) with xi > and an if expression: > > . xi: reg qa_ek i.r2 if r2>15 > i.r2 _Ir2_15-93 (naturally coded; > _Ir2_15 omitted) > > Source | SS df MS > Number of obs = > 85825 > -------------+------------------------------ F( > 2, 85822) = > 132.51 > Model | 207587.248 2 103793.624 Prob > > F = > 0.0000 > Residual | 67223628.8 85822 783.291333 > R-squared = > 0.0031 > -------------+------------------------------ Adj > R-squared = > 0.0031 > Total | 67431216.0 85824 785.691834 Root > MSE = > 27.987 > > ------------------------------------------------------------ > ---------------- > -- > qa_ek | Coef. Std. Err. t P>|t| [95% Conf. > Interval] > -------------+---------------------------------------------- > ---------------- > -- > _Ir2_91 | -4.046854 .2492706 -16.23 0.000 -4.535422 > -3.558285 > _Ir2_92 | (dropped) > _Ir2_93 | -2.513805 .2658109 -9.46 0.000 -3.034792 > -1.992818 > _cons | 22.55939 .2058561 109.59 0.000 22.15592 > 22.96287 > ------------------------------------------------------------ > ---------------- > -- > > My questions are, > - why does STATA use r2==15 as the omitted category when I > excluded this > category in the if exp? Is an if exp useless with xi when > the same var is in > the if exp and handled by xi? > - why is r2=92 dropped? Is it because the omitted category > was chosen > wrongly (there should be no with the data)? > Maybe somebody could possibly point me to an explanation > and a remedy? On the first, my guess is that you are seeing a strict division of labour. -xi- has the job of setting up the interactions. Only when -regress- is fired up is there attention to any -if- restrictions. To put it another way, there is code within the -regress- command to do this, so it would have been pointless for the Stata programmers to duplicate that code with (much slower) interpreted code within -xi-. On the second, my guess is that this is just a consequence of the relationships between your covariates. I doubt you did anything wrong. Nick n.j.cox@durham.ac.uk * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: reg with xi and if exp***From:*"Plattner, Dankwart" <dankwart.plattner@kfw.de>

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