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Re: st: Change of reference group in linear multiple regression analysis


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: Change of reference group in linear multiple regression analysis
Date   Thu, 09 Aug 2012 10:39:12 -0500

At 08:38 AM 8/9/2012, Nick Cox wrote:
Why not -recode- to say 1, 4, 8, 15, 25, 40 and use the quantitative
information you have? Sure, there is some arbitrariness involved, but
it is defensible.

I've done this myself. But does anybody know of any literature that defends (or attacks) the practice? It seems like the most difficult part is the open-ended upper category -- how should you choose a value for that?

Nick

On Thu, Aug 9, 2012 at 2:30 PM, Richard Goldstein
<richgold@ix.netcom.com> wrote:

> I assume you are using an up-to-date version of Stata; see -h fvvarlist-
> and look under "base level"

On 8/9/12 9:25 AM, Amal Khanolkar wrote:

>> Hi, I'm currently running a linear multiple regression analysis where the principle explanatory variable is:
>>
>> Years since |
>> immigration |      Freq.     Percent        Cum.
>> ------------+-----------------------------------
>>      <3 yrs |    106,794        3.57        3.57
>>     3-5 yrs |     91,311        3.05        6.62
>>    6-10 yrs |     96,657        3.23        9.85
>>   11-19 yrs |     82,344        2.75       12.61
>>   20-29 yrs |     50,954        1.70       14.31
>>    >=30 yrs |  2,563,396       85.69      100.00
>> ------------+-----------------------------------
>>       Total |  2,991,456      100.00
>>
>> - Currently the default group is the first category, <3yrs. I would however like to change this in the regression to the last group >=30 years. How do I do this without having to recode the above variable?
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