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Re: st: collinearity error with xtmixed
From 
 
Tim <[email protected]> 
To 
 
[email protected] 
Subject 
 
Re: st: collinearity error with xtmixed 
Date 
 
Thu, 07 Mar 2013 20:04:31 +1100 
I just noticed another problem. Where I said omitting the omitted 
variable in regress with my own constant gave reasonable results, in 
fact the ANOVA and R-squared are not reasonable, although the 
coefficient estimates are.
On 7/03/2013 19:49, Tim wrote:
Omit that variable from the command myself instead of letting Stata 
drop it, and the results are reasonable again:
. regr factc i.baseline i.onemonth c.mth i.exent 
i.predischarge#1.exent  i.exent#(i.onemonth) , noc
> ons
      Source |       SS       df       MS              Number of obs 
=     907
-------------+------------------------------           F(  6, 901) = 
2965.49
       Model |  7760795.24     6  1293465.87           Prob > F      
=  0.0000
    Residual |  392991.066   901  436.172104           R-squared =  
0.9518
-------------+------------------------------           Adj R-squared 
=  0.9515
       Total |   8153786.3   907  8989.84157           Root MSE = 20.885
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