Richard Williams replied:
> I haven't tested it, but I think you have the noconstant in the wrong
> place. Instead of
>
>
>>ml model lf mlbeta_ll (`lhs'=`rhs') (`dispersion') `if' `in', `robust'
>>`svy' `nocons'
>
> Try
>
>>ml model lf mlbeta_ll (`lhs'=`rhs', noconstant) (`dispersion') `if' `in',
>>`robust'
>>`svy'
>
> If it works, then you can change it to `nocons'; but I'd suggest getting
> it
> to work first before you worry too much about making it more generalizable
> and flexible. I'm not sure what the routine is doing, so I don't know if
> you would also want or need to add noconstant to the dispersion equation.
Thanks for getting back quickly, Rich! I willed this to work, but
unfortunately, -mlbeta- simply ignored nocons again and promptly dropped
the same dummy variable due to multicollinearity. Your other idea is
admissible, as I might want to model the effect of the dummy variables
through the dispersion (although not normally), so I also tried:
. ml model lf mlbeta_ll (`lhs'=`rhs', noconstant) (`dispersion',
noconstant) `if' `in', `robust' `svy'
That produced the same result. Now, I really am clean out of ideas.
CLIVE NICHOLAS |t: 0(044)7903 397793
Politics |e: [email protected]
Newcastle University |http://www.ncl.ac.uk/geps
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