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Re: st: Constructing a variable from standard deviations
From
Maarten buis <[email protected]>
To
[email protected]
Subject
Re: st: Constructing a variable from standard deviations
Date
Mon, 22 Nov 2010 12:29:47 +0000 (GMT)
--- On Mon, 22/11/10, M.P.J. van Zaal wrote:
> You state that the residual variance is assumed to be
> constant. This is actually not the case. I have 106
> different residual stand deviations. I achieved this by
> using "predict "nameocc" if "dummyoccupation"==1, resid"
> to predict the residuals. Now I have 106 different
> residuals, and when i check tabstat their standard
> deviations are quite different (varying from 0.18-0.8).
If you use -regress- than you assume that the residual
variance is constant. The fact that you find differences
in the residual variance across groups just means that
you estimated a misspecified model. Normally I would be
pretty relaxed about this heteroskedasticity, but not so
in your case, becauste now this residual variance is a
key parameter of substantive interest. If you estimate the
model I proposed you solve that problem.
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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