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


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

You wonder how such an obvious problem could be missed. :) Actually, I think this should be a strong contender for most esoteric bug of the year award! Thanks for fixing it.

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 base
equal to the lowest-valued category for that variable, whether expicitly
      specified 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
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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL:  Richard.A.Williams.5@ND.Edu
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