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RE: st: arega and post regression tests
From
Ozgur Ozdemir <[email protected]>
To
Stata <[email protected]>
Subject
RE: st: arega and post regression tests
Date
Wed, 2 Nov 2011 12:42:07 +0000
Hi Kit,
my industry codes are one on single column, do you mean that I need to create one dummy variable for each industry code first and then I can use normal regression ?
kind regards
Ozgur Ozdemir
T: +44 (0) 75 0332 9865
E: [email protected]<mailto:[email protected]>
Skype : ozgurozdemir2005
----------------------------------------
> From: [email protected]
> To: [email protected]
> Date: Wed, 2 Nov 2011 08:35:26 -0400
> Subject: re: st: arega and post regression tests
>
> <>
> I have been requested to use areg in my regression due to large dummy variable (15 industry codes in a sample of 1100 firms) set…
>
> The requestor is being silly. What's wrong with having 15 additional coefficients in a sample of 1100? The areg command is estimating those same coefficients; it is just not displaying them.
>
> Using a table-producing routine such as built-in -estimates table-, you can produce output not showing the dummy coefficients with drop() or keep(). Same goes for user-written routines like Ben Jann's -estout- on SSC. Use -regress- and show the requestor the edited output.
>
> Kit
>
> Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
> An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
> An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
>
>
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