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st: regression factor variables and multicollinearity


From   simone pedemonte <smn.pedemonte@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: regression factor variables and multicollinearity
Date   Thu, 13 Feb 2014 19:27:30 +0000

Dear all,

I am running a linear regression on three dummy variables, one
categorical variable, plus all their interactions.

I understand the basic stata command to do this should be:

reg y  d1##d2##d3##x

where x has six categories.

I tried to create the variables myself to double check, so I generated
variables for the full set of interactions, and I ran the same
regression (omitting one the same categories in both regressions).

I can't understand why the two regressions give me exactly the same
results (coefficients, std errors, etc.) except for the fact that
different coefficients are omitted by stata because of collinerarity.
Does anyone know why that could happen?

Thank you,

Simone Pedemonte
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