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st: Interpretation of Dummy Variable Coefficients under Weighted Least-Squares


From   Jonathan Michael DePeri <[email protected]>
To   [email protected]
Subject   st: Interpretation of Dummy Variable Coefficients under Weighted Least-Squares
Date   Mon, 21 Nov 2005 13:44:20 -0500

Dear all,

I am running a regression using sample weights on a model which
involves binary independent variables. The question may be
elementary, but how should I interpret the parameter estimate of
such a variable? Since the application of sampel weights transforms
the 0s and 1s of binary variables into 0s and values between 0 and
1, it is not clear to me that the interpretation should remain the
same.

Many thanks,
Jonathan DePeri
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