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From |
Maarten Buis <[email protected]> |

To |
[email protected] |

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

Date |
Fri, 5 Aug 2011 19:33:06 +0200 |

--- On Fri, Aug 5, 2011 at 1:28 PM, Sam Brilleman wrote: >> > Does anyone know how to change the constraint on the coefficients for >> > '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). --- At 07:19 AM 8/5/2011, Maarten Buis wrote: >> 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-. -- -On Fri, Aug 5, 2011 at 5:41 PM, Richard Williams wrote: > I can't say that I understand it yet, but does the -contrast- command in > Stata 12 offer a way to deal with this? I suspect so. I do not have Stata 12 yet, so I cannot check. In general there is a long tradition of creating different contrasts (comparisons of groups) by creatively creating variables. The advantage is that this required relatively little programming, so this trick could be applied in many programs. Downside is that when you want to look at a different contrast, you'd have to create new variables and re-estimate the model. Looking at different contrasts can greatly improve your understanding of the model, so having to re-estimate the model is a disadvantage. I suspect that StataCorp desided to side-step this by providing these different contrasts as a post-estimation command. I am really looking forward to trying that out. 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/

**References**:**st: How to constraint the sum of the coefficients to zero for a factor variable.***From:*Sam Brilleman <[email protected]>

**Re: st: How to constraint the sum of the coefficients to zero for a factor variable.***From:*Maarten Buis <[email protected]>

**Re: st: How to constraint the sum of the coefficients to zero for a factor variable.***From:*Richard Williams <[email protected]>

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