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Re: st: dummy independent variables: deviations from overall mean


From   John Hendrickx <john_hendrickx@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: dummy independent variables: deviations from overall mean
Date   Tue, 30 Mar 2004 23:37:35 -0800 (PST)

Try either -desmat- or -xi3-, both will let you use the deviation
contrast

--- Christer.Thrane@hil.no wrote:
> Hi,
> 
> Consider the usual OLS regression in which two dummies reperesnent
> a
> three-category categorical independent variable:
> 
> lny = a + b1x1 + b2x2 + b3x3 + e
> 
> where:
> 
> lny   = log of dep var
> 
> x1    = dummy 1
> 
> x2    = dummy 2
> 
> x3    = continious control variable
> 
> In the ususal framework, the coefficients b1 and b2 are the
> differene in
> percentages (roughly) between the categories in the regression and
> the
> omitted category (i.e. the constant).
> 
> Instead, following Kennedy (1986), I want to get how all three
> categories
> deviate from the overall mean of lny. That is, this procedure
> allows for
> the estimation of all three dummies, and not just two.
> 
> Has anyone written a semi-canned procedure for this in Stata?
> 
> Thanks in advance.
> 
> Christer
> 
> Christer Thrane, dr.polit.
> Associate Professor, Sociology
> Department of Social Science
> Lillehammer University College
> 2626 Lillehammer, Norway
> + 47 61 28 81 70 (fax)
> + 47 61 28 82 47 (phone, work)
> + 47 61 25 68 44 (phone, home)
> + 47 92 29 54 39 (mobile)
> E-mail, work: christer.thrane@hil.no
> E-mail, home: ch-thran@online.no
> 
> 
> Kennedy, P. (1986): Interpreting Dummy Variables. The Review of
> Economics
> and Statistics. 68, 174-175.
> 
> 
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