Re: st: Constructing a variable from standard deviations

["M.P.J. van Zaal" <Matthias.vanZaal@student.uva.nl>]

Ok, I will try your model tonight when I am home.

For now I have some questions:

Do I have to run the regression seperately for all occupations or can 
run a
regression with all the dummies?

It seems to me that you use a variable with different categories 
instead of
individual dummies. Do you think I should also create such a variable 
for my
106 studyfields?

What other adjustments are nessacary  to use your example for my 
modelling
purposes?

I really appreciate your help! I am fairly unexperienced with real
statistical research. Can I email you again if i have problems with 
your
example?

regards,

Mathijs

----- Original Message -----
From: Maarten buis <maartenbuis@yahoo.co.uk>
Date: Monday, November 22, 2010 1:33 pm
Subject: Re: st: Constructing a variable from standard deviations
To: statalist@hsphsun2.harvard.edu

> --- 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
> 
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
> 
> http://www.maartenbuis.nl
> --------------------------
> 
> 
>      
> 
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