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Re: st: Prediction at the 'mean' of a categorical- xi3?


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Prediction at the 'mean' of a categorical- xi3?
Date   Thu, 14 Mar 2013 00:35:57 -0400

On Wed, Mar 13, 2013 at 11:59 PM,  <graupel75@gmail.com> wrote:
> JVerkuilen writes:
>
> I've used both -xi3- center option and generated the mean-centered var
> by hand, and run the regression with this new var, but the log lik and
> AIC/BIC are quite different indicating that more than just the ref
> category has changed...
> so I must be confused.
>
> Let's say I have a categorical (levels 1 to 6), do I then estimate
> with the mean-centered value as a continuous var, and predict at 3.5?
> This doesn't make so much sense as it would assume the steps between
> levels are equivalent; I've looked in both Agressi and Long's Stata
> book without success-

Sounds to me like you're treating that as one variable, but it's
really six categories which you need to subject to a rank 1
restriction of some sort, which means this needs to be represented as
five variables. (IMO calling a multicategory grouping a variable is
highly misleading.)

That rank 1 constraint could be that the group size weighted average
of them is 0, which is like effects coding but a bit more complex. I
think that might be what you want.


Jay
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