如何 运行 报告所有因子变量的回归？
How to run a regression which report all factor variables?
我想要 运行 regression 计算 factor 变量所有水平的估计值。默认情况下，Stata 会省略一个虚拟作为 base 级别。
当我使用 allbaselevels 选项时，它只显示 base 级别的零值：
regress adjusted_volume i.rounded_time, allbaselevels
SAS 显示去除常量后分类变量的所有估计值。
我如何在 Stata 中做同样的事情？
选项 allbaselevels 是几个 显示选项 之一，它在报告 regress 等估计命令的结果时很有用。但是将其指定为选项不会对计算产生任何影响。
正如 Stata manual 指出的那样：
"...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..."
您实际要查找的是 ibn. 因子变量运算符：
. 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
------------------------------------------------------------------------------
当然还需要指定noconstant选项：
. 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
------------------------------------------------------------------------------
我想要 运行 regression 计算 factor 变量所有水平的估计值。默认情况下，Stata 会省略一个虚拟作为 base 级别。
当我使用 allbaselevels 选项时，它只显示 base 级别的零值：
regress adjusted_volume i.rounded_time, allbaselevels
SAS 显示去除常量后分类变量的所有估计值。
我如何在 Stata 中做同样的事情？
选项 allbaselevels 是几个 显示选项 之一，它在报告 regress 等估计命令的结果时很有用。但是将其指定为选项不会对计算产生任何影响。
正如 Stata manual 指出的那样：
"...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..."
您实际要查找的是 ibn. 因子变量运算符：
. 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
------------------------------------------------------------------------------
当然还需要指定noconstant选项：
. 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
------------------------------------------------------------------------------