Categorical X-variable DFBETA

[Jakob Christensen]

Hello,

We are facing a problem regarding running a DFBETA-test when the explanatory variable is categorical.

The problem is we can't seem to run a DFBETA-test that shows the output for the base-level value. Is that a general problem when using a categorical variable as X, or does anybody know a solution to our problem?

Best regards

[Phil Bromiley]

You didn't get a quick answer. You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex.
I'm not sure I understand your question. dfbeta indicates how much dropping specific observations changes a parameter. When I run

clear
set obs 100

g x=rnormal()
g z=(rnormal()>.5)
g y= x + z + rnormal()

reg y x z
dfbeta

I get variables indicating the influence. There is no test per se.