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Re: st: Question on -Areg- command


From   lena Lindahl <[email protected]>
To   [email protected]
Subject   Re: st: Question on -Areg- command
Date   Thu, 02 Feb 2006 13:49:52 +0100

Excellent!
Many thanks
/Lena

[email protected] wrote:
-areg- was updated 17jun2005
"1. areg failed when attempting to fit a constant-only model. This has been fixed."


Is your Stata up to date? Try -update query-

-areg- without any RHS variables works fine for me:

. sysuse auto
(1978 Automobile Data)

. areg mpg ,ab(rep)

Linear regression, absorbing indicators Number of obs = 69
F( 0, 64) = .
Prob > F =
R-squared = 0.2348
Adj R-squared = 0.1869
Root MSE = 5.2897

-----------------------------------------------------------------------
-------
mpg | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+---------------------------------------------------------
-------
_cons | 21.28986 .6368064 33.43 0.000 20.01769 22.56202
-------------+---------------------------------------------------------
-------
rep78 | F(4, 64) = 4.909 0.002 (5 categories)



Scott

----- Original Message -----
From: lena Lindahl <[email protected]>
Date: Thursday, February 2, 2006 6:13 am
Subject: st: Question on -Areg- command


Hi!
I have a question on the -Areg- command.
In the STATA manual it is used in the following example:

areg mpg gratio, absorb(rep78).

I would like to run a regression with a very large amount of dummy variables.
Using the example, I would like to run the regression without the right hand side variable, gratio, and so only estimate the effect of the absorbed dummy variables represented by rep78. (I am only interested in the adj R2 value.) But it is not possible to leave out variable gratio, the error message states "varlist required".

Anyone who has an idea?

All the best/
Lena

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