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RE: st: arega and post regression tests


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: arega and post regression tests
Date   Wed, 2 Nov 2011 13:13:00 +0000

Another answer: You don't need to do that because you can -xi:-. 

Nick 
n.j.cox@durham.ac.uk 


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
Sent: 02 November 2011 13:07
To: 'statalist@hsphsun2.harvard.edu'
Subject: RE: st: arega and post regression tests

http://www.stata.com/support/faqs/res/statalist.html#stata

"The current version of Stata is 12.0. Please specify if you are using an earlier version; otherwise, the answer to your question is likely to refer to commands or features unavailable to you."

Nick 
n.j.cox@durham.ac.uk 

Ozgur Ozdemir

i think it is available on Stata 11 - I have only 10.

n.j.cox@durham.ac.uk

> No; you don't need to do that as you can use factor variable notation.

Ozgur Ozdemir

> Hi Kit,
> my industry codes are one on single column, do you mean that I need to create one dummy variable for each industry code first and then I can use normal regression ?

kit.baum@bc.edu

> > I have been requested to use areg in my regression due to large dummy variable (15 industry codes in a sample of 1100 firms) set...
> >
> > The requestor is being silly. What's wrong with having 15 additional coefficients in a sample of 1100? The areg command is estimating those same coefficients; it is just not displaying them.
> >
> > Using a table-producing routine such as built-in -estimates table-, you can produce output not showing the dummy coefficients with drop() or keep(). Same goes for user-written routines like Ben Jann's -estout- on SSC. Use -regress- and show the requestor the edited output.

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