Re: Re: st: Question about sqreg

[weddings@stata.com (Wesley D. Eddings, StataCorp)]

Alberto Osella <arosella@irccsdebellis.it> used -mi estimate: sqreg- and
received an error:

> mi estimate, noisily dftable: sqreg BMI Etarecl Num_nucleo i.Sesso ///
> i.GrammiAlc_G_C i.NewStatCiv i.Professione1 i.scalacat, q(.47 .83) reps(400)
>
> (running sqreg on m=1)
> factor variables and time-series operators not allowed
> an error occurred when mi estimate executed sqreg on m=1
> r(101);

And Neil Shephard <nshephard@gmail.com> replied:

> You can't use the new way of specifying factor variables with -mi-
> instead you should use the old way of specigyin them.  Try...

> xi : mi estimate, noisily dftable: sqreg BMI Etarecl Num_nucleo ///
>        i.Sesso i.GrammiAlc_G_C  i.NewStatCiv i.Professione1 ///
>        i.scalacat, q(.47 .83) reps(400)

(snip)

> So for the time being if you're using -mi- or -sw-/-stepwise- you have
> to use the old way of specifying factor variables.

Alberto received an error because -sqreg- does not support factor variables.
Alberto should not use -xi- instead, though, because -xi- is not supported by
-mi estimate-.  (Factor variables actually are supported by -mi estimate-.)

If Alberto would like to use -mi estimate: sqreg- with categorical predictors,
therefore, neither -xi- nor factor-variable syntax is appropriate.  Alberto may
instead use -mi passive: generate- to create indicator variables for "Sesso,"
"scalacat", and the other categorical predictors.  He may then include the
indicator variables in -mi estimate: sqreg- and omit both -xi- and the
factor-variable operator "i.".

-- Wes                  
weddings@stata.com      
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