Interpretation of a reference variable

[Shayan Mujtaba]

Greetings to the wonderful Stata community,

I have a question regarding about interpretation of dummy variables. I am doing an analysis on homicide rates in developing countries. One of the explanatory variables in my model is religion. The countries in my analysis have 4 major religions. Hinduism, Christianity, Islam and Atheism (I know atheism is not a religion, but none the less it is an associated belief to not believe in God).

Basically I wish to see the impact of religion on homicides on the countries in my dataset. So I come up with 4 Dummy variables, one for each religious belief. Now my question is when I run the regression (by the way I am running a random effects model), how can I get the results of all of Dummy variables? Because STATA excludes the last Dummy variable due to Co linearity. That means I have interpretation available only on three religion dummies with the fourth being my reference variable that is omitted. Can someone please guide me on how to estimate results for all 4 dummy variables? Otherwise it represents bias in my research for purposely excluding one religion, while interpreting the impacts other 3 religions have.

I await your response.

[Rich Goldstein]

if you are using linear regression (the -regress- command), add the "hascons" option; see

help regress

if you are using some other command, tell us what it is

[Marcos Almeida]

You can use ‘ibn.religion’ plus ‘noconstant’ option.

[huk hyung jung]

Rich Goldstein, and what about if I am using xtreg? Can I run the regression with no constant?

Thanks

[Rich Goldstein]

if you are estimating either MLE or PA, then the "nocons" option is available and, as per Marcos' posting (#3), you can ask for "no reference" via factor variable notation; see

h xtreg
h fvvarlist

within the help for fvvarlist, scroll down to the section on "base levels"

[huk hyung jung]

Rich Goldstein, sorry for my ignorance but what is MLE and PA?

I am running POLS, RE and FE model

[Rich Goldstein]

as I said, look at the help file for -xtreg-