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Re: st: regression with categorical predictors
From
Richard Williams <[email protected]>
To
[email protected]
Subject
Re: st: regression with categorical predictors
Date
Tue, 30 Aug 2011 15:23:09 -0500
At 11:06 AM 8/30/2011, amir gahremanpour wrote:
Hello everybody,
First let me apologize if my question is very primitive, I am trying
to self educate myself about regression with stata.
When I have a categorical predictor with more than two levels , I am
not sure if the p-values stata provides are adjusted for multiple
comparison or are not? This example is from stata documentation ,
variable region has 4 levels , are the p-values adjusted for 3
comparisons to the base level? I do not think so !
You may wish to test whether the dummies as a group are significant,
e.g. in your example you could use either of these commands:
testparm i(2/4).region
test 2.region 3.region 4.region
You might also do
test 2.region 3.region 4.region, mtest(b)
See the help for test.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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