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


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Change of reference group in linear multiple regression analysis
Date   Thu, 9 Aug 2012 15:49:01 +0100

No magic. You pick one out of the air with a bit of guesswork. In this
case, I assume that some residents could have immigrated ~100 years
ago, but skewness implies that a midpoint near 70 would be quite
wrong. If the guesswork looks crucial, a little sensitivity analysis
is called for.

I don't think literature references are always needed. If you think
something is a good idea, do it and publish it.

Nick

On Thu, Aug 9, 2012 at 4:39 PM, Richard Williams
<richardwilliams.ndu@gmail.com> wrote:
> 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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