I just noticed another problem. Where I said omitting the omitted
variable in regress with my own constant gave reasonable results, in
fact the ANOVA and R-squared are not reasonable, although the
coefficient estimates are.
On 7/03/2013 19:49, Tim wrote:
Omit that variable from the command myself instead of letting Stata
drop it, and the results are reasonable again:
. regr factc i.baseline i.onemonth c.mth i.exent
i.predischarge#1.exent i.exent#(i.onemonth) , noc
> ons
Source | SS df MS Number of obs
= 907
-------------+------------------------------ F( 6, 901) =
2965.49
Model | 7760795.24 6 1293465.87 Prob > F
= 0.0000
Residual | 392991.066 901 436.172104 R-squared =
0.9518
-------------+------------------------------ Adj R-squared
= 0.9515
Total | 8153786.3 907 8989.84157 Root MSE = 20.885