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RE: st: regression with categorical predictors
From
"Feiveson, Alan H. (JSC-SK311)" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: regression with categorical predictors
Date
Tue, 30 Aug 2011 14:38:55 -0500
Amir - You can tell that there is no adjustment because the reported P-values just come from the t- (or sometimes normal) distribution. In your previous example for region 3, note that the P-value of 0.538 is just P(T > -0.62) where T ~ t(45 df)
. local tval = -1.438452/2.320244
. di `tval', tprob(45,`tval')
-.61995721 .53841281
Al Feiveson
Source | SS df MS Number of obs = 50
-------------+------------------------------ F( 4, 45) = 37.21
Model | 4096.6093 4 1024.15232 Prob > F = 0.0000
Residual | 1238.40987 45 27.5202192 R-squared = 0.7679
-------------+------------------------------ Adj R-squared = 0.7472
Total | 5335.01916 49 108.877942 Root MSE = 5.246
------------------------------------------------------------------------------
drate | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
medage | 4.283183 .5393329 7.94 0.000 3.196911 5.369455
|
region |
2 | .3138738 2.456431 0.13 0.899 -4.633632 5.26138
3 | -1.438452 2.320244 -0.62 0.538 -6.111663 3.234758
4 | -10.90629 2.681349 -4.07 0.000 -16.30681 -5.505777
|
_cons | -39.14727 17.23613 -2.27 0.028 -73.86262 -4.431915
------------------------------------------------------------------------------
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of amir gahremanpour
Sent: Tuesday, August 30, 2011 2:30 PM
To: statalist
Subject: RE: st: regression with categorical predictors
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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