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RE: st: regression with categorical predictors
From
amir gahremanpour <[email protected]>
To
statalist <[email protected]>
Subject
RE: st: regression with categorical predictors
Date
Tue, 30 Aug 2011 14:47:13 -0500
yes, I see. I needed to ask experts to make sure,
many thanks Al
Amir
----------------------------------------
> From: [email protected]
> To: [email protected]
> Date: Tue, 30 Aug 2011 14:38:55 -0500
> Subject: RE: st: regression with categorical predictors
>
> Amir - You can tell that there is no adjustment because the reported P-values just come from the t- (or sometimes normal) distribution. In your previous example for region 3, note that the P-value of 0.538 is just P(T > -0.62) where T ~ t(45 df)
>
>
> . local tval = -1.438452/2.320244
>
> . di `tval', tprob(45,`tval')
> -.61995721 .53841281
>
> Al Feiveson
>
>
> Source | SS df MS Number of obs = 50
> -------------+------------------------------ F( 4, 45) = 37.21
> Model | 4096.6093 4 1024.15232 Prob > F = 0.0000
> Residual | 1238.40987 45 27.5202192 R-squared = 0.7679
> -------------+------------------------------ Adj R-squared = 0.7472
> Total | 5335.01916 49 108.877942 Root MSE = 5.246
>
> ------------------------------------------------------------------------------
> drate | Coef. Std. Err. t P>|t| [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> medage | 4.283183 .5393329 7.94 0.000 3.196911 5.369455
> |
> region |
> 2 | .3138738 2.456431 0.13 0.899 -4.633632 5.26138
> 3 | -1.438452 2.320244 -0.62 0.538 -6.111663 3.234758
> 4 | -10.90629 2.681349 -4.07 0.000 -16.30681 -5.505777
> |
> _cons | -39.14727 17.23613 -2.27 0.028 -73.86262 -4.431915
> ------------------------------------------------------------------------------
>
>
>
>
>
>
> -----Original Message-----
> From: [email protected] [mailto:[email protected]] On Behalf Of amir gahremanpour
> Sent: Tuesday, August 30, 2011 2:30 PM
> To: statalist
> Subject: RE: st: regression with categorical predictors
>
> thank you Richard,
>
> I am aware of "test" and "mtest" option, I wanted to make sure I need to use it (not to adjust twice) !
>
> Amir
>
>
> ----------------------------------------
> > Date: Tue, 30 Aug 2011 15:23:09 -0500
> > To: [email protected]
> > From: [email protected]
> > Subject: Re: st: regression with categorical predictors
> >
> > 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
> > HOME: (574)289-5227
> > EMAIL: [email protected]
> > WWW: http://www.nd.edu/~rwilliam
> >
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