Scott Merryman replied:
> This is kind of late in the game, but was it necessary to alter -
> mlbeta- to
> obtain estimated coefficients for a set of mutually exclusive dummy
> variables?
> Could you not use the -lincom- with the constant and dummy variables
> (with the
> omitted dummy) to obtain the full set of coefficients?
[...]
Many apologies in delaying getting back to you.
In the example you gave, I can use -lincom- to obtain one of the two
(correct) parameter estimates that I need in this model:
. mlbeta sqgovote conadmin labadmin sqgpchg sqbeldm weakgovt, robust
note: labadmin dropped due to collinearity
initial: log pseudolikelihood = 58.897248
...
Iteration 5: log pseudolikelihood = 218.1697
Number of obs = 118
Wald chi2(4) = 59.30
Log pseudolikelihood = 218.1697 Prob > chi2 = 0.0000
----------------------------------------------------------------------------
| Robust
sqgovote | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-----------+----------------------------------------------------------------
eq1 |
conadmin | -.0765583 .112732 -0.68 0.497 -.2975089 .1443923
sqgpchg | .8231001 .136534 6.03 0.000 .5554984 1.090702
sqbeldm | -.9002064 .1771583 -5.08 0.000 -1.24743 -.5529826
weakgovt | .1150282 .1120976 1.03 0.305 -.1046791 .3347354
_cons | -2.49654 .2900482 -8.61 0.000 -3.065024 -1.928056
-----------+----------------------------------------------------------------
eq2 |
_cons | 3.069133 .369329 8.31 0.000 2.345261 3.793004
----------------------------------------------------------------------------
Mean squared error:.006385
. lincom conadmin + _cons
( 1) [eq1]conadmin + [eq1]_cons = 0
----------------------------------------------------------------------------
sqgovote | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-----------+----------------------------------------------------------------
(1) | -2.573098 .2641504 -9.74 0.000 -3.090823 -2.055373
----------------------------------------------------------------------------
But two mutually-exclusive dummies are in this model, so I would want the
other one as well: how do I use -lincom- to get that?
. lincom labadmin + _cons
regressor labadmin not found
r(111);
CLIVE NICHOLAS |t: 0(044)7903 397793
Politics |e: [email protected]
Newcastle University |http://www.ncl.ac.uk/geps
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