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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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