--- "E. Michael Foster" <[email protected]> wrote:
> I'm trying to impose the normalizing constraint on a set of dummy
> variables representing a set of mutually exclusive categories.
> A common identification constraint is to set the sum of the dummies
> to zero.
This constraint is sometimes referred to as effect coding, and is
already implemented in -xi3- so you do not need to add a user defined
contrast. When you do that, the results from a model using your
manually created variables correspond to the results from a model using
the variables created by -xi3-. See the example below:
*-------------- begin example ----------------
sysuse auto, clear
sort mpg
gen mpgg=group(3)
xi i.mpgg, prefix(D)
for var D*: replace X=-1 if mpgg==1
regress weight D*
xi3: reg weight e.mpgg
*------------- end example -------------------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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