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st: xi command noomit option


From   Jimmy Verner <jverner@earthlink.net>
To   statalist@hsphsun2.harvard.edu
Subject   st: xi command noomit option
Date   Sun, 14 Dec 2008 08:14:21 -0600

Here's what the help file says about the xi command with the noomit option: "noomit prevents xi from omitting groups. This option provides a way to generate an indicator variable for every category of one or more variables, which is useful when combined with the noconstant option of an estimation command."

Both the following regressions yield no-constant results without dropping any dummies, but the p values are different for some of the dummy variables:

xi, noomit: dv iv i.dummies, nocon
xi: dv iv i.dummies, nocon

Why is this so?

TIA

Jimmy Verner
Graduate Student
University of Texas at Dallas
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