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Re: st: Constructing a variable from standard deviations


From   Austin Nichols <[email protected]>
To   [email protected]
Subject   Re: st: Constructing a variable from standard deviations
Date   Mon, 22 Nov 2010 15:03:48 -0500

Maarten--
I haven't tried your example, but why is x a nuisance parameter with
no impact on y or the variance of the error?  If the concern is about
estimating group variances using regression, the main differences
among the methods should appear when other covariates matter.

On Mon, Nov 22, 2010 at 2:55 PM, Maarten buis <[email protected]> wrote:
>
> --- Clive Nicholas wrote:
> > on my Stata 9.2, this code choked at
> >
> > reg mpg weight displacement foreign i.rep78
> > i:  operator invalid
> > r(198);
> >
> > and at all other parts of the code which feature -i.rep78-
>
> Correct, I used Stata's new factor variable notation. This
> is new to Stata 11, so Stata 9 should choke on that. You
> can try and prefix the estimation commands with -xi:-. I
> haven't tested it but that should get you close to a working
> code.
>
> -- Maarten

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