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Re: st: AW: Adjust after regression involving categorical variables


From   Gillian.Frost@hsl.gov.uk
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: Adjust after regression involving categorical variables
Date   Thu, 29 Oct 2009 09:34:48 +0000

Thank you all for your helpful comments.  I think that -margins- may be a 
new command in Stata 11 and so I do not have access to it  (I'm still 
using Stata 10). 
The effects coding may be a way forward for me, I'll have to look into 
that a bit more.

Just to clarify my original question - what is the correct adjust command 
to get back to the original coefficients in the regression?  The first 
-adjust- leaves the categorical rep78 'as is', but the resulting 
predictions by foreign do not agree with the coefficients estimated from 
the regression.  However, the second -adjust- holds the categorical rep78 
at its values in the dataset, which Martin points out are the proportions 
that emerge for -proportion rep78-, and the resulting predictions this 
time correspond to the estimated regression coefficients.  So the second 
-adjust- command seems to be the 'correct' way to treat the categorical 
rep78.  Is this correct?  If so, I am struggling to understand what this 
means for variables that only take values of zero and one.  I know that it 
sets them to their proportions, but how does this make sense when you have 
a categorical variable such as sex, where you are either male or female? 
In this instance what would setting sex to a specific value, say 0.25, 
mean?  Also, if you are setting the categorical variable according to 
their proportions, what happens to the reference category?  This does not 
have a coefficient and so cannot be set to a specified value?

I hope that all this is understandable,  I am just not fully grasping why 
the second -adjust- command seems to work, and exactly what it is 
predicting.
Thank you all for your input so far.

Gillian








"Martin Weiss" <martin.weiss1@gmx.de> 
Sent by: owner-statalist@hsphsun2.harvard.edu
28/10/2009 12:18
Please respond to
statalist@hsphsun2.harvard.edu


To
<statalist@hsphsun2.harvard.edu>
cc

Subject
st: AW: Adjust after regression involving categorical variables







<> 

Maybe this FAQ will assist you:
http://www.stata.com/support/faqs/stat/adjust.html

I am not sure what the question really is. You are conducting two 
different
prediction exercises, and they lead to different outcomes, just as you 
would
expect: In the first one, Stata holds -rep78- at its values in the 
dataset,
in the second one it assigns the mean to them. Note that these means are 
the
proportions that emerge for - proportion rep78 -...



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von
Gillian.Frost@hsl.gov.uk
Gesendet: Mittwoch, 28. Oktober 2009 12:44
An: statalist@hsphsun2.harvard.edu
Betreff: st: Adjust after regression involving categorical variables

Dear all,

I am struggling to understand the -adjust- command after regression 
involving categorical variables.  My aim in using -adjust- is to obtain 
the predicted values adjusted for the categorical variable, but I am not 
explicitly interested in the categorical variable and so do not want it 
appearing in the -by()- option of -adjust-.  I have been unable to find 
any examples of this kind of use of -adjust-.  I have reproduced my query 
using the auto dataset below. I am using Stata 10.1 SE.

sysuse auto, clear
descr

** just for this example, assume that rep78 is categorical
xi: regress price weight turn i.rep i.foreign

** output 
price           Coef.           Std. Err.               t       P>t [95% 
Conf.   Interval]
 
weight          4.243125        .6699849        6.33    0.000   2.903407 
5.582842
turn            -208.6987       125.9326        -1.66   0.103   -460.5164 
43.11914
_Irep78_2       822.0914        1691.818        0.49    0.629   -2560.907 
4205.09
_Irep78_3       710.281         1560.7          0.46    0.651   -2410.531 
3831.093
_Irep78_4       341.2531        1631.858        0.21    0.835   -2921.848 
3604.355
_Irep78_5       876.4049        1740.224        0.50    0.616   -2603.387 
4356.197
_Iforeign_1     3239.838        859.1453        3.77    0.000   1521.871 
4957.805
_cons           -32.54137       4097.528        -0.01   0.994   -8226.054 
8160.972
 

** want the predicted values by foreign - not specifically interested in 
rep78 but wanted to adjust for it, but I am unsure as to how to treat 
rep78
** option 1 - set continuous values to mean but leave rep78 as is
adjust weight turn, by(foreign)
 
** output
----------------------
 Car type |             xb
----------+-----------
 Domestic |     5164.18
  Foreign |     8390.29
----------------------

** However, you see that 8390.29-5164.18=3226.11, and not 3239.838 as 
predicted by the model above

** option 2 - treat dummies created by -xi- as continuous, and also set 
them to their mean
adjust weight turn  _Irep78_2 _Irep78_3 _Irep78_4 _Irep78_5, by(foreign)

** output
----------------------
 Car type |             xb
----------+-----------
 Domestic |      5160.01
  Foreign |      8399.84
----------------------

You see that the final -adjust- command gives 8399.84-5160.01=3239.83, as 
given by the regression model above.  So it appears that the second 
treatment of the categorical gives the 'correct' predictions.  However, I 
am struggling to interpret exactly what this means for rep78, and does it 
make sense to set variables that are 0/1 to their mean?

I would be extremely grateful for any assistance with this.

Many thanks,

Gillian



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