st: nocons option and standard errors in linear models

["Omar Lizardo" <omarlizardo@hotmail.com>]

dear all,

I have a question that I have not been able to find the answer on my own to. 
 Since estimating linear models with and without the constant (specifying 
the "nocons" option in stata) results in coefficient estimates with 
different standard errors and p-values, is it "cheating" to prefer a model 
without a constant if some covariates are statistically significant in that 
model but not in the one which includes the constant?  What substantive 
assumptions am I making when I estimate a regression (count, binary, etc.) 
model without a constant?

thanks in advance for any help that you can provide,

Omar.


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