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st: Strange Behaviour When Selecting Levels For Factor Variables In Regression With i#


From   [email protected]
To   [email protected]
Subject   st: Strange Behaviour When Selecting Levels For Factor Variables In Regression With i#
Date   Fri, 18 Jan 2013 23:45:16 +0000 (GMT)

Hello,

when i use indicator i with selecting level of a factor variable like i1.varname to run a regression I get strange results.

For example:

sysuse blong,clear
regress bp i.sex    i.when  c.patient   i.when#c.patient 
regress bp i1.sex  i.when  c.patient   i.when#c.patient 
regress bp i0.sex  i.when  c.patient   i.when#c.patient 

This regression is wihout sense but theoretically  it should estimate the same model and should give same results except for variable sex cause all I do is demand an indicator for a different level of a 2-level variable sex.
But if I run these lines I get three regressions with three different coefficients for the variable "when" and "patient" even I didnt change anything that should be related to these variables.
Whats wrong here?

regards
Daniel



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