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

st: problems with xi3

From   "E. Michael Foster" <>
Subject   st: problems with xi3
Date   Mon, 14 Apr 2008 18:25:15 -0400


I must be doing something stupid. I'm trying to impose the normalizing constraint on a set of dummy variables representing a set of mutually exclusive categories.
A common identification constraint is to set the sum of the dummies to zero. One might want to impose such a condition in an Oaxaca decomposition (among other reasons). (See, for example: Gardeazabal, J., & Ugidos, A. (2004). More on Identification in Detailed Wage Decompositions. Review of Economics and Statistics, 86(4), 1034-1036.)
As a test with the auto data, I did the following
sort mpg
gen mpgg=group(3)
xi i.mpgg, prefix(D)
for var D*: replace X=-1 if mpgg==1
regress weight D*

I was trying to code this with xi3 but darned if I can get it right. char mpgg[user] (-1 1 0 \ -1 0 1)
xi3: regress weight u.mpgg
The two sets of estimates don't match--

Can someone explain what I'm doing wrong??


* For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index