Contents
What does the contrast command in Stata do?
Stata can perform contrasts involving categorical variables and their interactions after almost any estimation command. contrast can perform joint tests of these contrasts and can produce ANOVA-style tests of main effects, interaction effects, simple effects, and nested effects. …
What is IX in Stata?
By contrast, i.x notation tells any Stata regression command (and many non-regression commands as well) that the variable x is to be regarded as a discrete categorical variable and that each category (except one reference category) is to be represented in the model by a virtual indicator variable.
What is Testparm Stata?
testparm provides a useful alternative to test that permits varlist rather than a list of coefficients (which is often nothing more than a list of variables), allowing the use of standard Stata notation, including ‘-‘ and ‘*’, which are given the expression interpretation by test. test and testparm perform Wald tests.
What is regression stata?
Regression is a useful way to look at how variables fit together to whatever degree of complication you desire. The default is to give nonstandardized coefficients however after running the regression, standardized weights can be obtained by typing in regress, beta . …
What does i variable do in stata?
Stata handles factor (categorical) variables elegantly. You can prefix a variable with i. to specify indicators for each level (category) of the variable. You can put a # between two variables to create an interaction–indicators for each combination of the categories of the variables.
What does prob F mean in Stata?
The value of Prob(F) is the probability that the null hypothesis for the full model is true (i.e., that all of the regression coefficients are zero). For example, if Prob(F) has a value of 0.01000 then there is 1 chance in 100 that all of the regression parameters are zero.
What kind of contrasts can be performed in Stata?
Stata can perform contrasts involving categorical variables and their interactions after almost any estimation command. Stata’s contrast provides a set of contrast operators that make it easy to specify named contrasts such as reference-level contrasts, adjacent contrasts, Helmert contrasts, and orthogonal polynomial contrasts.
What is the procedure for linear regression in Stata?
In the section, Procedure, we illustrate the Stata procedure required to perform linear regression assuming that no assumptions have been violated. First, we set out the example we use to explain the linear regression procedure in Stata. Studies show that exercising can help prevent heart disease.
How to compare levels of a categorical regression?
For reference, here is the correspondence between the two regression models: After our first regression (without a constant), the first test was test i1.x == i2.x. After this latest regression (with a constant), the same test is test _cons = _cons + i2.x.
Which is the most useful Stata test command?
Another useful command is lincom (see [R] lincom ). It can also be used to test many of the same hypotheses as the test command and has the benefit of providing not only the test result but also the estimate of the linear combination and the standard error of the estimate along with confidence intervals.