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Re: st: Re: statalist-digest V4 #1455


From   Richard Williams <Richard.A.Williams.5@nd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: statalist-digest V4 #1455
Date   Tue, 09 Dec 2003 12:28:23 -0500

At 11:13 AM 12/9/2003 -0600, you wrote:
Hello,

My question is about areg, or hierarchical regression. STATA says
hierarchical regression (areg) is "regression with a large dummy variable
set". It is not my understanding that hierarchical regression must involve
dummy variables; can anyone provide any explanation of this? Thanks very
much,
Erin
Where'd you get the hierarchical part? areg is described as "Linear regression with a large dummy-variable set." So if, say, you've got a categorical variable with 40 categories, it will be "absorbed", i.e. the results will be right but you won't see the coefficients for each dummy variable. Besides keeping your output from being cluttered, it may let you run bigger regressions than you would be able to otherwise.


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