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RE: st: regression with categorical predictors


From   amir gahremanpour <[email protected]>
To   statalist <[email protected]>
Subject   RE: st: regression with categorical predictors
Date   Tue, 30 Aug 2011 14:30:06 -0500

thank you Richard,

I am aware of "test" and "mtest" option, I wanted to make sure I need to use it (not to adjust twice) !

Amir


----------------------------------------
> Date: Tue, 30 Aug 2011 15:23:09 -0500
> To: [email protected]
> From: [email protected]
> Subject: Re: st: regression with categorical predictors
>
> 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
> OFFICE: (574)631-6668, (574)631-6463
> HOME: (574)289-5227
> EMAIL: [email protected]
> WWW: http://www.nd.edu/~rwilliam
>
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