Thanks to Kit Baum, a new package called -devcon- is available
from the SSC Archive.
-devcon- may be used to apply the deviation contrast transformation to
estimation results. That is, -devcon- transforms the coefficients
of 0/1 dummy variables so that they reflect deviations from the
"grand mean" rather than deviations from the reference category
(the transformed coefficients are equivalent to those obtained by
the so called "effects coding") and adds the coefficient for the
reference category. The variance-covariance matrix of the estimates
is transformed accordingly. The transformed estimated can be used
with post estimation procedures. In particular, -devcon- can be used
to solve the identification problem for dummy variable effects
in the so-called Blinder-Oaxaca decomposition (see the -oaxaca-
package). Stata 8 is required.
To install the package, type
. ssc install devcon
ben
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