[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: re: missing dummy variable |

Date |
Thu, 11 Oct 2007 10:31:59 +0100 (BST) |

--- "Wallace, John" <John_Wallace@affymetrix.com> wrote: > I have been exploring -xi3- recently, and I've been wondering why the > e. option for generating indicator variables relative to the grand > mean doesn't work the way Kit and Maarten describe. I've been > playing with some toy datasets trying to figure out how to generate > the 95% confidence intervals for the coefficient of the dropped level. > I've managed to deduce how to calculate the coefficient itself, but > the standard errors and so forth aren't obvious. The parameter estimate of the dropped value is: -1 * sum(not dropped estimates) As Kit noticed you can get it using -lincom-, but if you have many variables some tricks might be very useful. With -xi3- all not dropped variables will start with _I, so you can get a list of all not dropped variables using: unab varlist : _I* This list of variable names is now stored in the local varlist. If you could in this list replace all occurences of " _" with " + _" you would get the expression of the sum of all not dropped variables. You can do that like this: local test : subinstr local varlist " _" " + _", all Now you can easily use -lincom- even if you have many _I variables: lincom -1*(`test') I think that the display of this many parameters would call for a graph, so in the example below I show how I would add such information together into one graph. A lot of the tricks I use are explained here: http://home.fsw.vu.nl/m.buis/wp/pvalue.html *------------------ begin example --------------- sysuse auto, clear gen domestic = !foreign rename make desc gen make = word( desc,1) tab make xi3: regress mpg e.make unab varlist : _I* local test : subinstr local varlist " _" " + _", all lincom -1*(`test') sort make by make : keep if _n == 1 keep make foreign mata b = st_matrix("e(b)")' // remove constant k = rows(b) - 1 b = b[1::k,1] // add dropped level b = st_numscalar("r(estimate)") \b V = st_matrix("e(V)") se = diagonal(cholesky(diag(V))) // remove constant se = se[1::k,1] // add droped level se = st_numscalar("r(se)") \ se df = st_numscalar("e(df_r)") ci = b :- invttail(df,0.025):*se, b :+ invttail(df,0.025):*se idx = st_addvar("float",("b","lb","ub")) st_store(.,idx,(b,ci)) end sort b egen xaxis = axis(b), label(make) twoway rcap ub lb xaxis || /* */ scatter b xaxis if foreign == 1, /* */ mcolor(red) msymbol(O) || /* */ scatter b xaxis if foreign == 0, /* */ mcolor(blue) msymbol(O) /* */ xlab(1/23,valuelabel angle(45)) /* */ yline(0) /* */ ytitle("deviation in mpg from grand mean") /* */ xtitle("") /* */ legend(lab(1 "95%" "conf. int.") /* */ lab(2 "foreign") /* */ lab(3 "domestic") ) *------------------ end example --------------- (For more on how to use examples I sent to the Statalist, see http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html ) Hope this helps, Maarten ----------------------------------------- Maarten L. Buis Department of Social Research Methodology Vrije Universiteit Amsterdam Boelelaan 1081 1081 HV Amsterdam The Netherlands visiting address: Buitenveldertselaan 3 (Metropolitan), room Z434 +31 20 5986715 http://home.fsw.vu.nl/m.buis/ ----------------------------------------- ___________________________________________________________ Want ideas for reducing your carbon footprint? Visit Yahoo! For Good http://uk.promotions.yahoo.com/forgood/environment.html * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: RE: re: missing dummy variable***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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

- Prev by Date:
**AW: st: twoway line and shaded areas** - Next by Date:
**st: Re: missing dummy variable** - Previous by thread:
**st: RE: re: missing dummy variable** - Next by thread:
**Re: st: RE: re: missing dummy variable** - Index(es):

© Copyright 1996–2015 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |