> -----Original Message-----
>
> 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
>
The constant is equal to the labadmin (the excluded category) in the no
constant case.
. sysuse auto
(1978 Automobile Data)
. qui sum mpg
. gen m2 = mpg/(r(max)+1)
. qui tab fore, gen(D)
. qui mlbeta m2 price fore
. lincom _cons
----------------------------------------------------------------------------
--
m2 | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
(1) | .4855479 .1391487 3.49 0.000 .2128215
.7582743
----------------------------------------------------------------------------
. lincom fore+ _cons
----------------------------------------------------------------------------
m2 | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
(1) | 1.063342 .1698935 6.26 0.000 .7303569
1.396327
---------------------------------------------------------------------------
. mlbeta m2 price D* , nocon
----------------------------------------------------------------------------
m2 | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
eq1 |
price | -.0000981 .0000209 -4.69 0.000 -.000139
-.0000571
D1 | .4855479 .1391487 3.49 0.000 .2128215
.7582743
D2 | 1.063342 .1698935 6.26 0.000 .7303569
1.396327
-------------+--------------------------------------------------------------
eq2 |
_cons | 2.796609 .1597954 17.50 0.000 2.483415
3.109802
----------------------------------------------------------------------------
Scott
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