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RE: st: How to constraint the sum of the coefficients to zero for a factor variable.


From   Philip Ender <ender97@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: How to constraint the sum of the coefficients to zero for a factor variable.
Date   Fri, 5 Aug 2011 11:33:54 -0700

Sam Brilleman <sam.brilleman@bristol.ac.uk> wrote:

>Dear Statalisters,

>I have a GLM regression of the form:

>glm outcome var1 var2 i.var3 i.var4, link(log) fam(gamma) eform

>where the factor variable 'var4' has 20 levels.

>Does anyone know how to change the constraint on the coefficients for 'var4' so that the sum of the coefficients is zero (i.e. sum(b4i) = 0) rather
>than treating one of the factor levels as a reference category (i.e. b4i = 0 for some given i). Note that the latter is the standard parameter constraint
>used by STATA's estimation commands.
>I assume the -constraint- command does this, but if it is possible I can't seem to work out what the syntax would look like.

>Many thanks,
>Sam.
------------------------------------------

In Stata 12 the -contrast- comand using a. (adjacent coding), g.
(versus grand mean coding), h. (Helmert coding) or p. (orthodonal
polynomial coding) prefixes all produce contrast weights that sum to
zero.  You run the -contrast- command after running the -glm- command.

I hope this is useful.

Phil
-- 
Phil Ender
UCLA Statistical Consulting Group
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