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


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: mlbeta, nocons, and mutually-exclusive dummy variables
Date   Fri, 27 May 2005 12:48:45 -0500

> -----Original Message-----
> 
> 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
> 


The constant is equal to the labadmin (the excluded category) in the no
constant case.

. sysuse auto
(1978 Automobile Data)

. qui sum mpg 

. gen m2 = mpg/(r(max)+1)

. qui tab fore, gen(D)

. qui mlbeta m2 price fore

. lincom _cons

----------------------------------------------------------------------------
--
          m2 |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
         (1) |   .4855479   .1391487     3.49   0.000     .2128215
.7582743
----------------------------------------------------------------------------

. lincom fore+ _cons

----------------------------------------------------------------------------
          m2 |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+--------------------------------------------------------------
         (1) |   1.063342   .1698935     6.26   0.000     .7303569
1.396327
---------------------------------------------------------------------------


. mlbeta m2 price D* , nocon

----------------------------------------------------------------------------
          m2 |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+--------------------------------------------------------------
eq1          |
       price |  -.0000981   .0000209    -4.69   0.000     -.000139
-.0000571
          D1 |   .4855479   .1391487     3.49   0.000     .2128215
.7582743
          D2 |   1.063342   .1698935     6.26   0.000     .7303569
1.396327
-------------+--------------------------------------------------------------
eq2          |
       _cons |   2.796609   .1597954    17.50   0.000     2.483415
3.109802
----------------------------------------------------------------------------



Scott



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