Dear Prof.Nicholas,
I appreciate your comments.
I understand why coefficients of dummy variables change as I change
the reference group. But, should slope coefficient (continuous
variable) be consistent regardless of which reference group I include?
For example, if I run the following two models(1) and(2), (w1fer and
w1awer are continuous variables and w1pydu1-w1pydu6 are dummy
variables. All are multiplied by weights), should w1awer show
consistent coefficient? Otherwise, which output should I report as my
result?
(1) reg w1fer w1awer w1pydu1-w1pydu5
(2) reg w1fer w1awer w1pydu2-w1pydu6
I attached the regression outputs as text.
I really appreciate your advice.
Attachment:
Weighted OLS output.log
Description: Binary data
