Re: st: Strange Behaviour When Selecting Levels For Factor Variables In Regression With i#

[Sarah Elizabeth Edgington <sedging@ucla.edu>]

I share Daniel's confusion and this explanation doesn't make it any 
clearer to me.
If sex were not a binary variable then the other coefficients 
changing would make sense because the different regressions would 
actually be changing how sex is coded.  However, with a variable 
that's coded 0/1 to begin with, isn't i.sex the equivalent of 
i1.sex?  That is, isn't an indicator for when sex=1 exactly the same 
variable as the original sex variable?  In which case you'd expect 
the first two regression examples to be exactly the same.  The fact 
that they aren't suggests to me that there's something I don't 
understand about the i1.sex factor variable syntax.  What am I missing?

-Sarah

At 08:32 PM 1/18/2013, you wrote:
> Daniel,
>
> The definition of a coefficient in a multiple regression model
> includes the list of all the other predictors in the model.  Thus,
> using a different predictor for sex changes the definitions of the
> coefficients for patient and the categories of when.
>
> If the other predictors were orthogonal to sex, the numerical values
> of their coefficients would not differ among the models, even though
> the definitions were not the same.
>
> Your models may be equivalent, in the sense that they have the same
> predicted values and the same residuals, but they are not all the same
> model.
>
> I hope this discussion helps.
>
> David Hoaglin
>
> On Fri, Jan 18, 2013 at 6:45 PM,  <daniel56061-stata@yahoo.de> wrote:
> > Hello,
> >
> > when i use indicator i with selecting level of a factor variable 
> like i1.varname to run a regression I get strange results.
> >
> > For example:
> >
> > sysuse blong,clear
> > regress bp i.sex    i.when  c.patient   i.when#c.patient
> > regress bp i1.sex  i.when  c.patient   i.when#c.patient
> > regress bp i0.sex  i.when  c.patient   i.when#c.patient
> >
> > This regression is wihout sense but theoretically  it should 
> estimate the same model and should give same results except for 
> variable sex cause all I do is demand an indicator for a different 
> level of a 2-level variable sex.
> > But if I run these lines I get three regressions with three 
> different coefficients for the variable "when" and "patient" even I 
> didnt change anything that should be related to these variables.
> > Whats wrong here?
> >
> > regards
> > Daniel
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