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RE: st: How to constraint the sum of the coefficients to zero for a factor variable.
From
Philip Ender <[email protected]>
To
[email protected]
Subject
RE: st: How to constraint the sum of the coefficients to zero for a factor variable.
Date
Fri, 5 Aug 2011 11:33:54 -0700
Sam Brilleman <[email protected]> wrote:
>Dear Statalisters,
>I have a GLM regression of the form:
>glm outcome var1 var2 i.var3 i.var4, link(log) fam(gamma) eform
>where the factor variable 'var4' has 20 levels.
>Does anyone know how to change the constraint on the coefficients for 'var4' so that the sum of the coefficients is zero (i.e. sum(b4i) = 0) rather
>than treating one of the factor levels as a reference category (i.e. b4i = 0 for some given i). Note that the latter is the standard parameter constraint
>used by STATA's estimation commands.
>I assume the -constraint- command does this, but if it is possible I can't seem to work out what the syntax would look like.
>Many thanks,
>Sam.
------------------------------------------
In Stata 12 the -contrast- comand using a. (adjacent coding), g.
(versus grand mean coding), h. (Helmert coding) or p. (orthodonal
polynomial coding) prefixes all produce contrast weights that sum to
zero. You run the -contrast- command after running the -glm- command.
I hope this is useful.
Phil
--
Phil Ender
UCLA Statistical Consulting Group
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