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Re: st: weighted least squares with time dummy variables, Clive Nicholas


From   "Clive Nicholas" <[email protected]>
To   [email protected]
Subject   Re: st: weighted least squares with time dummy variables, Clive Nicholas
Date   Thu, 25 Jan 2007 05:13:52 -0000 (GMT)

Dohan,

I'll take a look at this tomorrow. I'm off to bed. By the way, I am not a
professor. I'm not even a doctor.

C.

> 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.
>


CLIVE NICHOLAS        |t: 0(044)7903 397793
Politics              |e: [email protected]
Newcastle University  |http://www.ncl.ac.uk/geps

Whereever you go and whatever you do, just remember this. No matter how
many like you, admire you, love you or adore you, the number of people
turning up to your funeral will be largely determined by local weather
conditions.

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