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Re: st: Dummy variable p value question


From   "Clive Nicholas" <clivelists@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Dummy variable p value question
Date   Mon, 1 Dec 2008 02:07:07 +0000

Richard Williams replied:

> Actually, I believe the models are the same but they are parameterized
> differently.  The Anova table and R^2 get zapped when you say -nocons-
> because you haven't told regress that you have included the constant
> yourself.  Instead try
>
> reg mpg weight r1-r5, nocon hascons
>
> and you'll see that the Anova table etc. is identical to what you get with
>
> reg mpg weight r1-r4

Sorry, Rich. My bad, as they say over there.

-- 
Clive Nicholas

[Please DO NOT mail me personally here, but at
<clivenicholas@hotmail.com>. Please respond to contributions I make in
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"My colleagues in the social sciences talk a great deal about
methodology. I prefer to call it style." -- Freeman J. Dyson.
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