Hi Yvonne,
I don't know, whether you can solve your problem using xi.
But the following should help, too:
tab country, gen(country_d)
regress return country_d*, nocons
Good luck
Hans
Yvonne Capstick schrieb:
Hi,
I have two categories: "return" and "country", where return is "numeric"
and "country" is a three letter code corresponding to the country. I
know that I can use the "xi" function to create dummy variables and run
the regressions all in one step, i.e.
xi : regress return country
To avoid the dummy variable trap, it automatically omits the first group
of "country". I know that I can use the "char" function to specify
omitting another group, e.g.
char country[omit] "ita"
would omit the group "ita".
However, I haven't found a way to omit no groups - i.e. include all the
dummy variables, and avoid the dummy variable trap by specifying
"noconstant" in the regression. If I try:
xi: regress return country, noconstant
it will omit the constant but still omit the first group of "country".
Any advice would be appreciated.
Thanks,
Yvonne
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Hans J. Baumgartner DIW Berlin
German Institute for Economic Research
Dept. Public Economics
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