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| From | Maarten buis <maartenbuis@yahoo.co.uk> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: AW: st: reporting results from a multiple imputed data set |
| Date | Wed, 20 Apr 2011 15:24:40 +0100 (BST) |
--- On Wed, 20/4/11, Lamla, Bettina wrote: > (1) i can only include M-1 year dummies. > If my command includes M year dummies anyway, stata will > omit one dummy due to collinearity, i.e. the least > significant one. > (2) the least significant one varies across imputations. > Hence I could just exclude let's say year 1 for all > estimations and hence cannot report an estimate for this > year > OR > I let stata pick the year dummy to be excluded and as a > result -after applying the rubin rule- have estimates for > all M year dummies even though this would not be possible in > the individual regressions When you or Stata leaves out a dummy/indicator variable than the remaining dummy/indicator variables represent comparisons with that reference category. It matters whether you compare a year with say 1991 or 2011: the coefficients will have a different interpretation. So if you try to combine combine estimates that are based on different reference categories than that is a very bad thing: the results will be completely meaningless. So you must specify the reference category yourself, i.e. leave out one of the dummies. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/