Thx. for the feedback. Actually, the model would have some interval

variables, too - I just oversimplified it.

than one categorical variable. I'm thinking it's not possible unless

slopes.

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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