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From |
Richard Williams <richardwilliams.ndu@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Understanding Factor variables - is order significant ? |

Date |
Wed, 26 May 2010 17:45:00 -0500 |

At 03:17 PM 5/26/2010, Roberto G. Gutierrez, StataCorp wrote:

Jesper (and those others who have contributed on this thread) have discovered a bug in how factor-variable interactions are being parsed in Stata. The specific conditions that trigger this are as follows: 1. You specify a simple interaction (a single # sign) between two or more factor variables. 2. The first variable in the interaction has the value zero as one of its categories. 3. The first specification in the interaction has a base level that is not the default of zero (the lowest level for the first variable). 4. At least one of the remaining variables in the interaction has a baseequal to the lowest-valued category for that variable,whether expicitlyspecified or taken as the default. 5. Almost all estimation commands are affected by this bug, with -regress- being one notable exception. When the above conditions occur, Stata is attempting to omit an extra cell in the interaction. Sometimes, the cell will be omitted altogether, other times Stata will produce a coefficient for that cell, but missing standard errors and confidence intervals. Either way, the model fit is thrown off because the cell's coefficient is not properly estimated. We will fix this in the next executable update, to be made available soon. --Bobby --Jeff rgutierrez@stata.com jpitblado@stata.com * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

------------------------------------------- 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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: Understanding Factor variables - is order significant ?***From:*"Jesper Lindhardsen" <JESLIN01@geh.regionh.dk>

**References**:**Re: st: Understanding Factor variables - is order significant ?***From:*rgutierrez@stata.com (Roberto G. Gutierrez, StataCorp)

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