The name is absent



Stata Technical Bulletin

17


estimates the model:

y = a' +c' wgt                                     (continuous wgt effect)

+⅛ IaXwgt-2 + d''> IaXwgt-3 + d'4 IaXwgt-4 (agegrp*wgt interactions)
+u'

The predicted values of y are

agegrp*wgt model        agegrpwgt model

y = a + c wgt

a' + c' wgt

if agegrp = 1

α + cwgt + b2 + d2 wgt

a' + c'wgt ⅛ d'2 wgt

if agegrp = 2

a + cwgt + b3+d3 wgt

a' + c'wgt ⅛ d'3 wgt

if agegrp = 3

a + c wgt ⅛ b4 + d4 wgt

a' + c'wgt + d'4 wgt

if agegrp = 4

That is, typing

. xi: regress y i.agegr*wgt

is equivalent t typing:

. xi: regress y i.agegr i.agegrIwgt

Also note that in either case, it is not necessary to specify separately the continuous variable wgt; it is included automatically.

Using ci: Interpreting output

. xi: regress mpg i.rep78

i.rep78               Irep78.1-5 (naturally coded; Irep78.1 omitted)

(output from regress appears)

Interpretation: i.rep78 expanded to the dummies Irep78.1, Irep78-2, ..., Irep78-5. The numbers on the end are “natural”
in the sense that Irep78_l corresponds to rep78 = 1, Irep78~2 to rep78 = 2, and so on. Finally, the dummy for rep78 = 1
was mitted.

. xi: regress mpg i.make

i.make                Imake-l-74 (Imake-1 for make==AMC Concord omitted)

(output from regress appears)

Interpretation: i.make expanded to Imake_l, Imake_2, ..., Imake_74. The coding is not natural because make is a string
variable. Imake_l corresponds to one make, Imake~2 another, and so on. We can find out the coding by typing ‘describe’.
Imake_l for the AMC Concord was chosen to be omitted.

How xi names variables

The names xi assigns to the dummy variables it creates are of the form:

SsUbbgouppdd

You may subsequently refer to the entire set of variables by typing ‘!stub*’. For example:

name    =

I + stub + _ + groupid

Entire set

Iagegr_l

I

agegr

_ 1

Iagegr*

I agegr _2

I

agegr

_ 2

Iagegr*

IaXwgt-I

I

aXwgt

_ 1

IaXwgt*

IaXr-I _2

I

aXr

_   1-2

IaXr*

IaXr-2-l

I

aXr

_ 2_1

IaXr*

xi as a command rather than a command prefix

xi can be used as a command prefix or as a command by itself. In the latter form, xi merely creates the indicator and
interactin variables. Equivalent t typing,



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