Thx. for the feedback. Actually, the model would have some interval
than one categorical variable. I'm thinking it's not possible unless
On Dec 1, 2008, at 4:49 PM, Steichen, Thomas J. wrote:
> It is the mean in the A4*B4 category. Remember, you have categories
> only, so speaking of this as an "intercept" is a little awkward. It
> is, in the sense that it is the value when A1=0 and A2=0 and A3=0
> and B1=0 and B2=0 and B3=0, but that is just the mean when A4=1 and
> B4=1.
>
> Summarize Y when A4==1 and B4==1 and you'll see this is true:
>
> summ Y if A4 & B4
>
> So, what do you mean when you say you want the intercept for B4?
> This: ?
>
> summ Y if B4 (the average ignoring A)
>
> Should be the same as the _cons from a regression ignoring A:
> regress Y B1 B2 B3
>
> Likewise for A4 (ignoring B)
> summ Y if A4
> Or _cons from:
> regress Y A1 A2 A3
>
> -----Original Message-----
> From:
[hidden email] [mailto:
[hidden email]
> ] On Behalf Of Jimmy Verner
> Sent: Monday, December 01, 2008 5:21 PM
> To:
[hidden email]
> Subject: st: Multiple dummies - what does the constant measure?
>
> Suppose you have two sets of categorical dummies:
>
> A1 A2 A3 A4
>
> B1 B2 B3 B4
>
> When you regress Y on them you must drop one category from each
> dummy to avoid the dummy variable trap, i.e., Y = a + A1 + A2 + A3 +
> B1 + B2 + B3 + e.
>
> So Stata's regression output looks like this:
>
> A1 0.826
> A2 0.224
> A3 0.187
> B1 0.376
> B2 0.997
> B3 0.736
> _cons 0.556
>
> Question: What does the coefficient for the constant represent? Is
> it the intercept of A4 plus the intercept for B4? If so, how does
> one ascertain the intercepts for A4 and B4 separately? Does one pick
> different dummies to omit and run the regression again?
>
> Thx.
>
> Jimmy Verner
> Graduate Student
> University of Texas at Dallas
>
> Jimmy L. Verner, Jr.
> Verner & Brumley, P.C.
> 3131 TurtleCreek Blvd.
> Penthouse Suite
> Dallas, Texas 75219
> 214.526.5234
> 214.526.0957.fax
>
[hidden email]
> www.vernerbrumley.com
>
> Board Certified, Family Law and Civil Trial Law,
> Texas Board of Legal Specialization
> Also admitted in New Mexico
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