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RE: st: RE: constraints insufficient for unique estimate


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: constraints insufficient for unique estimate
Date   Wed, 10 Aug 2005 21:19:47 -0500

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Richard Williams
> Sent: Wednesday, August 10, 2005 8:02 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: RE: constraints insufficient for unique estimate
> 
> At 07:51 PM 8/10/2005 -0500, Scott Merryman wrote:
> >You need to add the -nocons- option if you have full set of dummy
> variables.
> >
> >Scott
> 
> Even then, though, I believe he'll have problems if he has full sets of
> dummies for more than 1 categorical variable, won't he?
> 

True, good point.  One dummy variable for each category would need to be
dropped if therapeutic conditions consist of more than 1 categorical
variable.


This problem is easy enough to replicate:


. sysuse auto
(1978 Automobile Data)

. qui tab fore, gen(Df)

. const define 1 mpg = gear

. cnsreg price mpg gear Df*, con(1)
constraints insufficient for unique estimate
redundant or inconsistent constraints
r(412);

. cnsreg price mpg gear Df* , con(1) nocons

Constrained linear regression                  Number of obs =      74
<snip>

. qui tab rep, gen(Dr)

. cnsreg price mpg gear Df* Dr*, con(1) nocons
constraints insufficient for unique estimate
redundant or inconsistent constraints

. cnsreg price mpg gear Df* Dr1-Dr4, con(1) nocons

Constrained linear regression                Number of obs =      69
<snip>

Scott



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