Maarten, all
Thank you for your precious help. It makes sense and I am very glad that it
is so easy. Could you please confirm if I'm right by then calculating
SE(_b[group1]) using the property of variance :
var(X2+X3+X4+X5)=var(X2)+var(X3)+var(X4)+2covar(X2X3)+2covar(X2X4)
+2covar(X2X5)+2covar(X3X4)+2covar(X3X5)+2covar(X4X5)
Thank you
Val�rie
-----Message d'origine-----
De�: [email protected]
[mailto:[email protected]] De la part de Maarten Buis
Envoy�: mercredi 26 avril 2006 17:15
��: [email protected]
Objet�: st: RE: marginal coding of dummy varaible
Val�rie Jooste:
In this coding scheme all parameters (including the one left out)
add up to zero. If you have 5 groups, you will get 4 parameters
and the fifth parameter is
-(_b[group2]+_b[group3]+_b[group4]+_b[group5])
HTH,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting adress:
Buitenveldertselaan 3 (Metropolitan), Xoom Z214
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
-----Original Message-----
From: [email protected]
[mailto:[email protected]]On Behalf Of Val�rie Jooste
Sent: woensdag 26 april 2006 17:04
To: [email protected]
Subject: st: marginal coding of dummy varaible
I am trying to perform a logistic regression without defining a reference
group for the independent discrete variables:
I am intending to determine the ratio of the odds of each of the J levels of
a discrete variable to the average odds (geometric mean of all levels). For
that matter, instead of using the classical reference coding, I followed the
"marginal method". I created dummy variables using the marginal coding:
It means that, instead of coding the jth dummy variable 1 if the discrete
variable is at the jth level and 0 if the discrete variable is at any other
level, I coded the jth dummy variable -1 for the first level, 1 for the jth
level and 0 for the others.
This works beautifully and avoids having a group as reference but brings
another (big) problem: the 1st level doesn't appear at all in results (not
even as reference...).
How can I estimate a coefficient for level 1?
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