David Firth has a little program called QV calculator which allows you
to overcome the reference category problem. It is designed to run with R
or Xlisp-Stat, but there is also a web-based input form which you can
use. See http://www.stats.ox.ac.uk/~firth/qvcalc/index.html
Wing
Roger Newson wrote:
At 10:07 09/05/03 -0400, Robert Bozick wrote:
Hi Everyone --
This is more of a stats question that a STATA question ---
nonetheless, I hope that you will allow me to pick your brains. I am
working on a regression analysis, where the key set of covariates are
a series of dummy variables. The most theoretically logical category
to omit for the hypotheses we are trying to test is also the
smallest. To get handle on the data, the group sizes are shown below:
group 1 = 69
group 2 = 3,636
group 3 = 553
group 4 = 894
Group 1 is the key group that we wish to use as the omitted category
and include dummy variables for groups 2 through 4. Does anyone know
if there are estimation problems when you use a small reference
category? Is this approach legitimate? Does anyone know any
citations that I could use as a guide for this?
The only "estimation problem" here is that, other things being equal,
differences compared to a smaller reference category will have larger
standard errors (and therefore wider confidence limits) than
differences from a large reference category. This is why, if the
experimenter has any say in the matter, then s/he will often design
the experiment so that the reference category is the largest. There is
nothing "incorrect" about using a small reference category.
The choice of a reference category is sometimes automated. John
Hendrixx's -desmat- package is an alternative to -xi-, and gives the
user the option of doing this. In Stata, type
ssc desc desmat
to find out more about -desmat-.
I hope this helps.
Roger
--
Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
King's College London
5th Floor, Capital House
42 Weston Street
London SE1 3QD
United Kingdom
Tel: 020 7848 6648 International +44 20 7848 6648
Fax: 020 7848 6620 International +44 20 7848 6620
or 020 7848 6605 International +44 20 7848 6605
Email: [email protected]
Opinions expressed are those of the author, not the institution.
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Department of Sociology, University of Oxford,
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