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From |
Richard Williams <[email protected]> |

To |
[email protected], [email protected] |

Subject |
Re: st: How to constraint the sum of the coefficients to zero for a factor variable. |

Date |
Fri, 05 Aug 2011 10:41:21 -0500 |

At 07:19 AM 8/5/2011, Maarten Buis wrote:

On Fri, Aug 5, 2011 at 1:28 PM, Sam Brilleman wrote:> Does anyone know how to change the constraint on the coefficientsfor 'var4'> so that the sum of the coefficients is zero (i.e. sum(b4i) = 0) rather than > treating one of the factor levels as a reference category (i.e. b4i = 0 for > some given i). Note that the latter is the standard parameter constraint > used by STATA's estimation commands. I don't know of a way to do this in Stata's factor variable notation. You can however create the necesary variables using -xi3-, where they are called "effect coding", see -findit xi3-. Hope this helps, Maarten

------------------------------------------- Richard Williams, Notre Dame Dept of Sociology OFFICE: (574)631-6668, (574)631-6463 HOME: (574)289-5227 EMAIL: [email protected] WWW: http://www.nd.edu/~rwilliam * * 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/

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