Re: st: Testing interaction terms / mutually exclusive variables

[Verena Dill <dill@uni-trier.de>]

I want to test whether or not the coeffients are the same 
(_b[var1]=_b[bar2]) and take into account that they are mutually exclusive.


Thanks a lot for your ongoing help!

Am 20.06.2013 18:18, schrieb David Hoaglin:
> Verena,
>
> If I may ask an ignorant question, in what way does -test- not take
> into account the fact that the two dummy variables are mutually
> exclusive?  (I do not have Stata documentation handy.)  If the two
> dummy variables are in the same regression model, the covariance
> matrix of the estimated coefficients reflects that structure.  Can you
> use -lincom- after the regression command?  I do not yet understand,
> however, why you would need -lincom-.  The usual output from a
> regression includes a confidence interval for each coefficient, and
> the test of whether the coefficient is zero is equivalent to asking
> whether zero is in the confidence interval.
>
> If those two dummy variables are also exhaustive, one of them may be
> considered part of the definition of the intercept.  Then the
> coefficient of the other dummy variable will be the estimated
> difference between the two categories (i.e., the additional intercept
> for the second category).
>
> David Hoaglin
>
> On Thu, Jun 20, 2013 at 11:53 AM, Verena Dill<dill@uni-trier.de>  wrote:
> > thank you so much again for your answer. After reading your reply and
> > re-reading my emails I concluded that it may not have been the best way to
> > explain my problem. I will try a better strategy:
> >
> > I have two dummy variables that are mutually exclusive. For example, a firm
> > belongs to the service sector, to the manufacturing sector or other sectors.
> > I am running a regression and want to test whether or not the estimated
> > coefficients are signficantly different from zero. One approach is to use
> > the post-estimation command "test". Howover, "test" does not take into
> > account that the two dummy variables are mutually exclusive. Is there
> > another procedure that does this?
> >
> >
> > Thank you very much in advance
> > Verena
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