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From |
Kit Baum <baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: re: missing dummy variable |

Date |
Wed, 10 Oct 2007 17:11:29 -0400 |

John said

Agreed - although I have occasions in the data I work with where the

grand mean itself is of interest, and the variation of the coefficients

from that mean is useful (hence my interest in -xi3- ). The problem is

the missing coefficient for one of the indicators.

No problem. As I said before, the algebra isn't hard--it's just a pain to do with -lincom-. Recall that if you have a constant term that estimates the grand mean, the sum of dummy coefficients around that mean is zero by construction. Therefore the missing coefficient is minus the sum of those which you estimate. That is easily seen in your first example using e.foreign; the missing coefficient is just -1 * the included coefficient. But as I say doing that for two dozen included coeffs. is painful.

Kit

Kit Baum, Boston College Economics and DIW Berlin

http://ideas.repec.org/e/pba1.html

An Introduction to Modern Econometrics Using Stata:

http://www.stata-press.com/books/imeus.html

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**Follow-Ups**:**st: RE: re: missing dummy variable***From:*"Wallace, John" <John_Wallace@affymetrix.com>

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