All,
I've just run an OLS test in Stata 8.2 with the aid of Michael Mitchell
and Phil Ender's -xi3- package, downloadable from SSC (so that I could
automatically produce weight*region dummy interactions):
. xi3: reg edlabpc ledlabpc ed2-ed13 edpollch lagconch laglabch lagldmch
clmargin ldmargin labplace edenp c
> lass rurnorth restnw rurwales indswles perwmids eastmids eanglia
corndevn wessex roseland wt_ed2 wt_ed3 w
> t_ed4 wt_ed5 wt_ed6 wt_ed7 wt_ed8 wt_ed9 wt_ed10 wt_ed11 wt_ed12 wt_ed13
wt_edpollch wt_lagconch wt_lagla
> bch wt_lagldmch wt_clmargin wt_ldmargin wt_labplace wt_edenp wt_class
weight*i.region if edmarker==1
i.region _Iregion_4-22 (naturally coded; _Iregion_4 omitted)
Source | SS df MS Number of obs =
1842
-------------+------------------------------ F( 49, 1792) =
99.60
Model | 306063.379 49 6246.1914 Prob > F =
0.0000
Residual | 112384.594 1792 62.7146174 R-squared =
0.7314
-------------+------------------------------ Adj R-squared =
0.7241
Total | 418447.973 1841 227.293847 Root MSE =
7.9193
------------------------------------------------------------------------------
edlabpc | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
ledlabpc | .3836418 .0189998 20.19 0.000 .3463777
.420906
ed2 | (dropped)
ed3 | 9.824244 61.86381 0.16 0.874 -111.5085
131.157
ed4 | (dropped)
ed5 | 42.29502 40.81002 1.04 0.300 -37.7452
122.3352
ed6 | 14.82855 34.32255 0.43 0.666 -52.48787
82.14497
[...]
wt_edenp | 10.2346 12.59054 0.81 0.416 -14.45909
34.92829
wt_class | 1.713143 .5285719 3.24 0.001 .6764606
2.749825
weight | (dropped)
_Iregion_8 | -5.153087 1.875245 -2.75 0.006 -8.830983
-1.475191
_Iregion_11 | (dropped)
_Iregion_12 | -10.85289 2.475908 -4.38 0.000 -15.70886
-5.996917
[...]
_IweXre16 | -18.31036 7.794188 -2.35 0.019 -33.59702
-3.023711
_IweXre17 | (dropped)
_IweXre18 | (dropped)
_IweXre21 | (dropped)
_IweXre22 | -14.36693 5.297401 -2.71 0.007 -24.75666
-3.977195
_cons | -35.20043 39.90924 -0.88 0.378 -113.474
43.07311
------------------------------------------------------------------------------
As you might be able to spot, Stata dropped the weight from the model. I
don't know why. Does this mean that the DuMouchel-Duncan F-test that I ran
afterwards is invalid:
. test weight wt_ed2 wt_ed3 wt_ed4 wt_ed5 wt_ed6 wt_ed7 wt_ed8 wt_ed9
wt_ed10 wt_ed11 wt_ed12 wt_ed13 wt_ed
> pollch wt_lagconch wt_laglabch wt_lagldmch wt_clmargin wt_ldmargin
wt_labplace wt_edenp wt_class _Iregion
> _8 _Iregion_11 _Iregion_12 _Iregion_14 _Iregion_15 _Iregion_16
_Iregion_17 _Iregion_18 _Iregion_21 _Iregi
> on_22 _IweXre8 _IweXre11 _IweXre12 _IweXre14 _IweXre15 _IweXre16
_IweXre17 _IweXre18 _IweXre21 _IweXre22
> if e(sample)
( 1) weight = 0
( 2) wt_ed2 = 0
( 3) wt_ed3 = 0
( 4) wt_ed4 = 0
( 5) wt_ed5 = 0
( 6) wt_ed6 = 0
( 7) wt_ed7 = 0
( 8) wt_ed8 = 0
( 9) wt_ed9 = 0
(10) wt_ed10 = 0
(11) wt_ed11 = 0
(12) wt_ed12 = 0
(13) wt_ed13 = 0
(14) wt_edpollch = 0
(15) wt_lagconch = 0
(16) wt_laglabch = 0
(17) wt_lagldmch = 0
(18) wt_clmargin = 0
(19) wt_ldmargin = 0
(20) wt_labplace = 0
(21) wt_edenp = 0
(22) wt_class = 0
(23) _Iregion_8 = 0
(24) _Iregion_11 = 0
(25) _Iregion_12 = 0
(26) _Iregion_14 = 0
(27) _Iregion_15 = 0
(28) _Iregion_16 = 0
(29) _Iregion_17 = 0
(30) _Iregion_18 = 0
(31) _Iregion_21 = 0
(32) _Iregion_22 = 0
(33) _IweXre8 = 0
(34) _IweXre11 = 0
(35) _IweXre12 = 0
(36) _IweXre14 = 0
(37) _IweXre15 = 0
(38) _IweXre16 = 0
(39) _IweXre17 = 0
(40) _IweXre18 = 0
(41) _IweXre21 = 0
(42) _IweXre22 = 0
Constraint 1 dropped
Constraint 2 dropped
Constraint 13 dropped
Constraint 24 dropped
Constraint 26 dropped
Constraint 27 dropped
Constraint 28 dropped
Constraint 29 dropped
Constraint 30 dropped
Constraint 32 dropped
Constraint 33 dropped
Constraint 35 dropped
Constraint 37 dropped
Constraint 39 dropped
Constraint 40 dropped
Constraint 41 dropped
F( 26, 1792) = 3.07
Prob > F = 0.0000
Apologies for the spew of Stata output. Thanks in advance.
CLIVE NICHOLAS |t: 0(044)191 222 5969
Politics |e: [email protected]
Newcastle University |http://www.ncl.ac.uk/geps
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