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Re: st: Dummy variable p value question

From   Jimmy Verner <>
Subject   Re: st: Dummy variable p value question
Date   Sun, 30 Nov 2008 22:51:13 -0600 (GMT-06:00)

Thx. to all, this is most helpful.


-----Original Message-----
>From: Clive Nicholas <>
>Sent: Nov 30, 2008 8:07 PM
>Subject: Re: st: Dummy variable p value question
>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
><>. Please respond to contributions I make in
>a list thread here. Thanks!]
>"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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Jimmy L. Verner, Jr.
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