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From |
David Hoaglin <dchoaglin@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Thu, 14 Mar 2013 08:07:33 -0400 |

Andrew, I think of Jay's suggestion as equivalent to taking a mixture of the 6 categories as the basis for the centering. In that mixture, the weight for each category would be its proportion in your data or in a relevant population. Approached in that way, the contribution to the constant term should not be too difficult to interpret. If you are setting various (continuous) predictors at their means for a prediction, you still need to check that your data support such a prediction. Many sets of data do, but not all. David Hoaglin On Wed, Mar 13, 2013 at 11:59 PM, <graupel75@gmail.com> wrote: > JVerkuilen writes: > >>Nothing in the math says you can't center dummy variables; I do it all >>the time using the usual Stata commands to make the intercept a >>meaningful number. Effects coding in some sense does this in the >>classic ANOVA setup but won't in a general regression due to the lack >>of orthogonality. > > 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- > > thanks! > Andrew * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Prediction at the 'mean' of a categorical- xi3?***From:*"JVerkuilen (Gmail)" <jvverkuilen@gmail.com>

**References**:**Re: st: Prediction at the 'mean' of a categorical- xi3?***From:*graupel75@gmail.com

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