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Re: st: Constructing a variable from standard deviations

From   Maarten buis <>
Subject   Re: st: Constructing a variable from standard deviations
Date   Mon, 22 Nov 2010 12:29:47 +0000 (GMT)

--- On Mon, 22/11/10, M.P.J. van Zaal wrote:
> You state that the residual variance is assumed to be
> constant. This is actually not the case. I have 106
> different residual stand deviations. I achieved this by
> using "predict "nameocc" if "dummyoccupation"==1, resid"
> to predict the residuals. Now I have 106 different
> residuals, and when i check tabstat their standard 
> deviations are quite different (varying from 0.18-0.8).

If you use -regress- than you assume that the residual
variance is constant. The fact that you find differences
in the residual variance across groups just means that 
you estimated a misspecified model. Normally I would be
pretty relaxed about this heteroskedasticity, but not so
in your case, becauste now this residual variance is a 
key parameter of substantive interest. If you estimate the
model I proposed you solve that problem.

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen


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