问题
I want to run a regression that calculates the estimated values for all levels of a factor variable. By default, Stata omits one dummy as a base level.
When I use the allbaselevels option, it just shows a zero value for a base level:
regress adjusted_volume i.rounded_time, allbaselevels
SAS shows all the estimated values of categorical variables when the constant has been removed.
How can i do the same thing in Stata?
回答1:
The option allbaselevels is one of several display options, which can be useful when reporting results from estimation commands such as regress. But specifying it as an option does not make any difference in the calculations.
As the Stata manual points out:
"...The allbaselevels option is much like baselevels, except allbaselevels lists base levels in interactions as well as in main effects. Specifying allbaselevels will make the output easier to understand..."
What you are actually looking for is the ibn. factor-variable operator:
. sysuse auto, clear
(1978 Automobile Data)
. regress mpg ibn.rep78
note: 5.rep78 omitted because of collinearity
Source | SS df MS Number of obs = 69
-------------+---------------------------------- F(4, 64) = 4.91
Model | 549.415777 4 137.353944 Prob > F = 0.0016
Residual | 1790.78712 64 27.9810488 R-squared = 0.2348
-------------+---------------------------------- Adj R-squared = 0.1869
Total | 2340.2029 68 34.4147485 Root MSE = 5.2897
------------------------------------------------------------------------------
mpg | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
rep78 |
1 | -6.363636 4.066234 -1.56 0.123 -14.48687 1.759599
2 | -8.238636 2.457918 -3.35 0.001 -13.14889 -3.32838
3 | -7.930303 1.86452 -4.25 0.000 -11.65511 -4.205497
4 | -5.69697 2.02441 -2.81 0.006 -9.741193 -1.652747
5 | 0 (omitted)
|
_cons | 27.36364 1.594908 17.16 0.000 24.17744 30.54983
------------------------------------------------------------------------------
Of course, you also need to specify the noconstant option:
. regress mpg ibn.rep78, noconstant
Source | SS df MS Number of obs = 69
-------------+---------------------------------- F(5, 64) = 227.47
Model | 31824.2129 5 6364.84258 Prob > F = 0.0000
Residual | 1790.78712 64 27.9810488 R-squared = 0.9467
-------------+---------------------------------- Adj R-squared = 0.9426
Total | 33615 69 487.173913 Root MSE = 5.2897
------------------------------------------------------------------------------
mpg | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
rep78 |
1 | 21 3.740391 5.61 0.000 13.52771 28.47229
2 | 19.125 1.870195 10.23 0.000 15.38886 22.86114
3 | 19.43333 .9657648 20.12 0.000 17.504 21.36267
4 | 21.66667 1.246797 17.38 0.000 19.1759 24.15743
5 | 27.36364 1.594908 17.16 0.000 24.17744 30.54983
------------------------------------------------------------------------------
来源：https://stackoverflow.com/questions/50044814/how-to-run-a-regression-which-report-all-factor-variables