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Re: st: Equivalent variables but different results


From   Scott Merryman <[email protected]>
To   [email protected]
Subject   Re: st: Equivalent variables but different results
Date   Thu, 11 Jul 2013 09:06:32 -0500

sysuse auto , clear
gen dd=length*foreign
//list foreign i1.foreign dd c.length#i1.foreign
qui reg mpg dd foreign
est store a
qui reg mpg c.length#i1.foreign i1.foreign
est store b
est table a b,se stats(N r2_a)

produces:

----------------------------------------
    Variable |     a            b
-------------+--------------------------
          dd | -.31318503
             |  .07757267
     foreign |  57.731718
             |  13.132913
             |
     foreign#|
    c.length |
    Foreign  |              -.31318503
             |               .07757267
             |
     foreign |
    Foreign  |               57.731718
             |               13.132913
       _cons |  19.826923    19.826923
             |   .6745027     .6745027
-------------+--------------------------
           N |         74           74
        r2_a |  .29321317    .29321317
----------------------------------------
                            legend: b/se


Where are the differences?




On Thu, Jul 11, 2013 at 8:46 AM, Yu Chen, PhD <[email protected]> wrote:
>
> Dear Statalist,
> I ran the following code, and made sure that dd is equivalent to
> c.length#i1.foreign, and foreign is equivalent to i1.foreign by using
> the list command.
> However, when I put the variables into regressions, I got very
> different results. I want to know why this happened.
> Thank you.
>
> sysuse auto , clear
> gen dd=length*foreign
> list foreign i1.foreign dd c.length#i1.foreign
> reg mpg dd foreign
> reg mpg c.length#i1.foreign i1.foreign
>
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