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Re: st: Dummy variable p value question

From   "Clive Nicholas" <>
Subject   Re: st: Dummy variable p value question
Date   Mon, 1 Dec 2008 02:07:07 +0000

Richard Williams replied:

> Actually, I believe the models are the same but they are parameterized
> differently.  The Anova table and R^2 get zapped when you say -nocons-
> because you haven't told regress that you have included the constant
> yourself.  Instead try
> reg mpg weight r1-r5, nocon hascons
> and you'll see that the Anova table etc. is identical to what you get with
> reg mpg weight r1-r4

Sorry, Rich. My bad, as they say over there.

Clive Nicholas

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