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From |
Richard Williams <richardwilliams.ndu@gmail.com> |

To |
statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu |

Subject |
Re: st: multiple regression with dummy variables |

Date |
Wed, 15 May 2013 14:19:54 -0500 |

reg y i.size1#i.size2 The constant will be the value for small-small2. For example, webuse nhanes2f,clear reg weight i.race#i.region At 12:19 PM 5/15/2013, Alexander wrote:

Dear Statalist readers, I am conducting a multiple OLS regression of some profitability measure of several companies on 2 sets of dummy variables. The first set consist of 3 variables which take 0 or 1 values depending on the size of a company: small, mid, large The first set consist of 3 variables which take 0 or 1 values depending on some other characteristic: small2, mid2, large2 Each set encompasses all of my dataset (i.e. all of the companies are either small, mid or large, and all are either small2, mid2, large2) I understand that if I use all 3 variables of a set in the regression, one of them is omitted. In this case I could either get the omitted variable's coefficient out of the constant term or suppress the constant term. However, my purpose is to find out all the regressor's (out from both sets) coefficients in a single regression, that is: -regress PROFIT small mid large small2 mid2 large2 As a result STATA omits two variables (small and small2), therefore I do not understand how to make sense of the results, cannot find the coefficients for the omitted variables and ultimately cannot make any inference with regards to connection between size, other characteristic and profitability measure. I would appreciate any help. Thank you. Alex * * 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/

------------------------------------------- Richard Williams, Notre Dame Dept of Sociology OFFICE: (574)631-6668, (574)631-6463 HOME: (574)289-5227 EMAIL: Richard.A.Williams.5@ND.Edu WWW: http://www.nd.edu/~rwilliam * * 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/

**References**:**st: multiple regression with dummy variables***From:*Alexander <alex.lee.kotra@gmail.com>

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