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Re: st: Adding -nocons- to -mlbeta-

From   "Clive Nicholas" <[email protected]>
To   [email protected]
Subject   Re: st: Adding -nocons- to -mlbeta-
Date   Tue, 24 May 2005 21:27:16 +0100 (BST)

Richard Williams replied:

> I haven't tested it, but I think you have the noconstant in the wrong
> place.  Instead of
>>ml model lf mlbeta_ll (`lhs'=`rhs') (`dispersion') `if' `in', `robust'
>>`svy' `nocons'
> Try
>>ml model lf mlbeta_ll (`lhs'=`rhs', noconstant) (`dispersion') `if' `in',
> If it works, then you can change it to `nocons'; but I'd suggest getting
> it
> to work first before you worry too much about making it more generalizable
> and flexible.  I'm not sure what the routine is doing, so I don't know if
> you would also want or need to add noconstant to the dispersion equation.

Thanks for getting back quickly, Rich! I willed this to work, but
unfortunately, -mlbeta- simply ignored nocons again and promptly dropped
the same dummy variable due to multicollinearity. Your other idea is
admissible, as I might want to model the effect of the dummy variables
through the dispersion (although not normally), so I also tried:

. ml model lf mlbeta_ll (`lhs'=`rhs', noconstant) (`dispersion',
  noconstant) `if' `in', `robust' `svy'

That produced the same result. Now, I really am clean out of ideas.

CLIVE NICHOLAS        |t: 0(044)7903 397793
Politics              |e: [email protected]
Newcastle University  |

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