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Re: st: Testing interaction terms / mutually exclusive variables


From   David Hoaglin <[email protected]>
To   [email protected]
Subject   Re: st: Testing interaction terms / mutually exclusive variables
Date   Thu, 20 Jun 2013 21:49:22 -0400

Verena,

When I reread your previous message, I interpreted it as saying that
you have the equivalent of a categorical variable, sector, with three
categories: service sector, manufacturing sector, and other sectors.
And the "other" sector serves as the reference category.  If my
interpretation is correct, -lincom- (after the -regress- command) will
do what you need:
lincom var1 - var2

In calculating the standard error of b[var1] - b[var2], -lincom- will
use the variances and covariance of b[var1] and b[var2].  As I
mentioned earlier, that covariance takes into account that var1 and
var2 are mutually exclusive.

It is usually easier to answer questions when we can see the whole
picture (e.g., the entire regression model).

David Hoaglin

On Thu, Jun 20, 2013 at 1:01 PM, Verena Dill <[email protected]> wrote:
> I want to test whether or not the coeffients are the same
> (_b[var1]=_b[bar2]) and take into account that they are mutually exclusive.
>
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