Thx. to all, this is most helpful.
JV
-----Original Message-----
>From: Clive Nicholas <[email protected]>
>Sent: Nov 30, 2008 8:07 PM
>To: [email protected]
>Subject: Re: st: Dummy variable p value question
>
>Richard Williams replied:
>
>> Actually, I believe the models are the same but they are parameterized
>> differently. The Anova table and R^2 get zapped when you say -nocons-
>> because you haven't told regress that you have included the constant
>> yourself. Instead try
>>
>> reg mpg weight r1-r5, nocon hascons
>>
>> and you'll see that the Anova table etc. is identical to what you get with
>>
>> reg mpg weight r1-r4
>
>Sorry, Rich. My bad, as they say over there.
>
>--
>Clive Nicholas
>
>[Please DO NOT mail me personally here, but at
><[email protected]>. Please respond to contributions I make in
>a list thread here. Thanks!]
>
>"My colleagues in the social sciences talk a great deal about
>methodology. I prefer to call it style." -- Freeman J. Dyson.
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