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Re: st: regression with categorical predictors

From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: regression with categorical predictors
Date   Tue, 30 Aug 2011 15:23:09 -0500

At 11:06 AM 8/30/2011, amir gahremanpour wrote:
Hello everybody,

First let me apologize if my question is very primitive, I am trying to self educate myself about regression with stata. When I have a categorical predictor with more than two levels , I am not sure if the p-values stata provides are adjusted for multiple comparison or are not? This example is from stata documentation , variable region has 4 levels , are the p-values adjusted for 3 comparisons to the base level? I do not think so !

You may wish to test whether the dummies as a group are significant, e.g. in your example you could use either of these commands:

testparm i(2/4).region
test 2.region 3.region 4.region

You might also do

test 2.region 3.region 4.region, mtest(b)

See the help for test.

Richard Williams, Notre Dame Dept of Sociology
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