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Re: st: simple question
You can create a dummy variable for "have_variable" that takes a value of 1
if the data are non-missing and zero otherwise. Then you can interact this
variable with the continuous variable. The slope that you estimate on the
interaction with the continuous variable is a slope CONDITIONAL on the
availability of data for that variable. The coefficient on the dummy
variable is the difference in the expected value of Y according to whether
the data on your continuous variable is missing or not.
There is not much you can do if the continuous variable is your dependent
variable, unless you know that 99999 is a top-coded variable, or something
The alternative is to estimate a selection correction model using the
"have_variable" dummy as the selection variable, and to correct the "main"
regression for any selection bias.
At 12:17 PM 6/2/2004, you wrote:
>Hi, I have continuous variables that are coded 99999 or 77777 for unknown
>or refused to answer. How do I handle this? I don't want to treat them as
>missing, if possible.
>* For searches and help try:
Trudy Ann Cameron
R.F. Mikesell Professor of Environmental
and Resource Economics
Department of Economics, 430 PLC
1285 University of Oregon
Eugene, OR 97403-1285
phone: (541) 346-1242
FAX: (541) 346-1243
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