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Re: st: mlbeta, nocons, and mutually-exclusive dummy variables


From   "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: mlbeta, nocons, and mutually-exclusive dummy variables
Date   Fri, 27 May 2005 02:13:56 +0100 (BST)

Scott Merryman replied:

> This is kind of late in the game, but was it necessary to alter -
> mlbeta- to
> obtain estimated coefficients for a set of mutually exclusive dummy
> variables?
> Could you not use the -lincom- with the constant and dummy variables
> (with the
> omitted dummy) to obtain the full set of coefficients?

[...]

Many apologies in delaying getting back to you.

In the example you gave, I can use -lincom- to obtain one of the two
(correct) parameter estimates that I need in this model:

. mlbeta sqgovote conadmin labadmin sqgpchg sqbeldm weakgovt, robust
note: labadmin dropped due to collinearity
initial:       log pseudolikelihood =  58.897248
...
Iteration 5:   log pseudolikelihood =   218.1697

                                                Number of obs   =        118
                                                Wald chi2(4)    =      59.30
Log pseudolikelihood =   218.1697               Prob > chi2     =     0.0000
----------------------------------------------------------------------------
           |               Robust
  sqgovote |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-----------+----------------------------------------------------------------
eq1        |
  conadmin |  -.0765583    .112732    -0.68   0.497    -.2975089    .1443923
   sqgpchg |   .8231001    .136534     6.03   0.000     .5554984    1.090702
   sqbeldm |  -.9002064   .1771583    -5.08   0.000     -1.24743   -.5529826
  weakgovt |   .1150282   .1120976     1.03   0.305    -.1046791    .3347354
     _cons |   -2.49654   .2900482    -8.61   0.000    -3.065024   -1.928056
-----------+----------------------------------------------------------------
eq2        |
     _cons |   3.069133    .369329     8.31   0.000     2.345261    3.793004
----------------------------------------------------------------------------

Mean squared error:.006385

. lincom conadmin + _cons

 ( 1)  [eq1]conadmin + [eq1]_cons = 0

----------------------------------------------------------------------------
  sqgovote |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-----------+----------------------------------------------------------------
       (1) |  -2.573098   .2641504    -9.74   0.000    -3.090823   -2.055373
----------------------------------------------------------------------------

But two mutually-exclusive dummies are in this model, so I would want the
other one as well: how do I use -lincom- to get that?

. lincom labadmin + _cons
regressor labadmin not found
r(111);

CLIVE NICHOLAS        |t: 0(044)7903 397793
Politics              |e: clive.nicholas@ncl.ac.uk
Newcastle University  |http://www.ncl.ac.uk/geps

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