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st: nocons option and standard errors in linear models


From   "Omar Lizardo" <[email protected]>
To   [email protected]
Subject   st: nocons option and standard errors in linear models
Date   Tue, 18 Jan 2005 18:31:50 -0700

dear all,

I have a question that I have not been able to find the answer on my own to. Since estimating linear models with and without the constant (specifying the "nocons" option in stata) results in coefficient estimates with different standard errors and p-values, is it "cheating" to prefer a model without a constant if some covariates are statistically significant in that model but not in the one which includes the constant? What substantive assumptions am I making when I estimate a regression (count, binary, etc.) model without a constant?

thanks in advance for any help that you can provide,

Omar.


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