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RE: st: Understanding Factor variables - is order significant ?


From   "Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Understanding Factor variables - is order significant ?
Date   Wed, 26 May 2010 09:06:33 -0700

In some programs (SAS in particular), the sums of squares are sequential and the coefficients and p-values will change if the data are not orthogonal.  I think Stata does not use the sequential method.  Anybody know if this could be related?

Tony

Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Richard Williams
Sent: Tuesday, May 25, 2010 11:59 PM
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: Understanding Factor variables - is order significant ?

At 12:41 AM 5/26/2010, Kieran McCaul wrote:
>....
>
>It's a bug, I believe.
>
>In the example below there are two dichotomous variables, x1 and x2.
>I declare the reference level for x1 to be x1=1 and leave x2 at its
>default, x2=0.
>
>If I fit x2#ib1.x1, all is well and x1=1/x2=0 is recognised as the
>reference level.
>
>If, on the other hand, I fit ib1.x1#x2, x1=1/x2=0 is recognised as the
>reference level and dropped, but x1=0/x2=0 is also dropped.

Thanks Kieran.  FYI, if you change the -poisson- commands to 
-regress- commands, everything seems to run correctly.  So, if it is 
a bug (which to me seems extremely likely) it is a very quirky bug 
that affects some estimation commands but not others.


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

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