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

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Testing interaction terms / mutually exclusive variables |

Date |
Thu, 20 Jun 2013 12:18:29 -0400 |

Verena, If I may ask an ignorant question, in what way does -test- not take into account the fact that the two dummy variables are mutually exclusive? (I do not have Stata documentation handy.) If the two dummy variables are in the same regression model, the covariance matrix of the estimated coefficients reflects that structure. Can you use -lincom- after the regression command? I do not yet understand, however, why you would need -lincom-. The usual output from a regression includes a confidence interval for each coefficient, and the test of whether the coefficient is zero is equivalent to asking whether zero is in the confidence interval. If those two dummy variables are also exhaustive, one of them may be considered part of the definition of the intercept. Then the coefficient of the other dummy variable will be the estimated difference between the two categories (i.e., the additional intercept for the second category). David Hoaglin On Thu, Jun 20, 2013 at 11:53 AM, Verena Dill <dill@uni-trier.de> wrote: > thank you so much again for your answer. After reading your reply and > re-reading my emails I concluded that it may not have been the best way to > explain my problem. I will try a better strategy: > > I have two dummy variables that are mutually exclusive. For example, a firm > belongs to the service sector, to the manufacturing sector or other sectors. > I am running a regression and want to test whether or not the estimated > coefficients are signficantly different from zero. One approach is to use > the post-estimation command "test". Howover, "test" does not take into > account that the two dummy variables are mutually exclusive. Is there > another procedure that does this? > > > Thank you very much in advance > Verena * * 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: Testing interaction terms / mutually exclusive variables***From:*Verena Dill <dill@uni-trier.de>

**References**:**st: Testing interaction terms***From:*Verena Dill <dill@uni-trier.de>

**Re: st: Testing interaction terms***From:*David Hoaglin <dchoaglin@gmail.com>

**Re: st: Testing interaction terms***From:*Verena Dill <dill@uni-trier.de>

**Re: st: Testing interaction terms***From:*David Hoaglin <dchoaglin@gmail.com>

**Re: st: Testing interaction terms / mutually exclusive variables***From:*Verena Dill <dill@uni-trier.de>

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