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st: Re: A regression question.


From   "Michael Blasnik" <michael.blasnik@verizon.net>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: A regression question.
Date   Fri, 19 Mar 2004 16:29:44 -0500

In OLS, the coefficient on a dummy variable simply reflects the mean
difference in the dependent variable between cases where the dummy is 0 vs.
1.  Therefore, just like the overall mean of the residuals from OLS is 0,
the mean residuals will also be zero for any group defined by an included
dummy variable.

Michael Blasnik
michael.blasnik@verizon.net

----- Original Message ----- 
From: "Puneet K Singhal" <psing001@umaryland.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Friday, March 19, 2004 1:47 PM
Subject: st: A regression question.


> I have expenditures post-stroke at one month intervals and want to predict
> these expenditures by number of months post stroke controlling for other
> covariates.  For this purpose, I am using dummy variables for the number
of
> months post stroke.  For example, if I have 12 months of follow-up I'm
using
> 11 dummies for each month up to 11 months and keeping 12th month as my ref
> category.  Now, after fitting this OLS I want to take the mean of
predicted
> values for each month and compare the predicted values across months.
When I
> do that what I find is that the mean predicted values are the same as the
> mean observed values for each month.  I just can't conceptualize why they
are
> the same.  When I stratify the predicted values by gender, I again get the
> same values as I would if I stratified the observed values by gender.
>
> Can someone help?
>
>
> ----------------------------------------------------
> Puneet K Singhal, M.S.
> Doctoral Candidate
> Pharmaceutical Health Services Research Program
> University of Maryland
> Baltimore, MD-21201
> Phone: 410-706-1805
> Fax: 410-706-1488
> ----------------------------------------------------


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