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Re: st: Adding -nocons- to -mlbeta-


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Adding -nocons- to -mlbeta-
Date   Tue, 24 May 2005 15:53:14 -0500

At 09:27 PM 5/24/2005 +0100, Clive Nicholas wrote:

Thanks for getting back quickly, Rich! I willed this to work, but
unfortunately, -mlbeta- simply ignored nocons again and promptly dropped
the same dummy variable due to multicollinearity. Your other idea is
admissible, as I might want to model the effect of the dummy variables
through the dispersion (although not normally), so I also tried:

. ml model lf mlbeta_ll (`lhs'=`rhs', noconstant) (`dispersion',
  noconstant) `if' `in', `robust' `svy'
If you are losing variables to collinearity, that is another issue. Add the parameter collinearity to the ml model command, e.g.

. ml model lf mlbeta_ll (`lhs'=`rhs', noconstant) (`dispersion',
noconstant) `if' `in', `robust' `svy' collinearity

This will cause it to not check whether variables are collinear or not.

-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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