Dear forum members,
Currently I am running a linear regression (OLS - Difference in Difference setting) which includes multiple independent variables (continuous, binary, categorical, interaction terms). My regression includes one binary independent variable (BH=0/1) which depends on the state the observation stems from (7 out of 37 states --> BH=1, 30 out of 37 states --> BH=0). When running my estimation and including the categorical variable i.surveystate one state serves as baseline as it should but one more state gets omitted and I can not figure out why. When changing my binary BH variable (e.g. 4 out of 37 states --> BH=1) again one state is omitted in addition to the baseline state. So no matter how I define my treatment group BH always one state serves as baseline rightfully and another gets omitted (changing state depending on BH definition).
This issue does not occur when I define the binary BH based on another variable (issue of ommited state only occurs when BH is defined based on surveystate).
Could anyone help me with this issue even in general term (omitting one specification of categorical variable in addition to baseline although no observations are missing and this omitted specification changes).
Thank you very much in advance!
Greetings Caspar
Regression function
Example with Sokoto as baseline state (not depicted) and Kaduna as omitted state - BH=1 if observation from Borno, Yobe, Adamawa, Kano, Gombe, Bauchi, Kaduna state
Example with Sokoto as baseline state (not depicted) and Adamawa as omitted state - BH=1 if observation from Borno, Yobe, Adamawa state
Currently I am running a linear regression (OLS - Difference in Difference setting) which includes multiple independent variables (continuous, binary, categorical, interaction terms). My regression includes one binary independent variable (BH=0/1) which depends on the state the observation stems from (7 out of 37 states --> BH=1, 30 out of 37 states --> BH=0). When running my estimation and including the categorical variable i.surveystate one state serves as baseline as it should but one more state gets omitted and I can not figure out why. When changing my binary BH variable (e.g. 4 out of 37 states --> BH=1) again one state is omitted in addition to the baseline state. So no matter how I define my treatment group BH always one state serves as baseline rightfully and another gets omitted (changing state depending on BH definition).
This issue does not occur when I define the binary BH based on another variable (issue of ommited state only occurs when BH is defined based on surveystate).
Could anyone help me with this issue even in general term (omitting one specification of categorical variable in addition to baseline although no observations are missing and this omitted specification changes).
Thank you very much in advance!
Greetings Caspar
Regression function
Code:
svy: regress teenpreg i.BH i.post2009 i.post2009#i.BH i.muslim i.urban i.kanuri i.hhheadmale i.literacy i.wealthindex i.edulevel c.eduyearspartner i.largefamily i.surveystate
Example with Sokoto as baseline state (not depicted) and Kaduna as omitted state - BH=1 if observation from Borno, Yobe, Adamawa, Kano, Gombe, Bauchi, Kaduna state
Code:
surveystate | zamfara | -.0458117 .0321642 -1.42 0.155 -.1088928 .0172693 katsina | .1005191 .0270401 3.72 0.000 .0474876 .1535506 jigawa | .0174331 .0300404 0.58 0.562 -.0414827 .0763489 yobe | -.0700439 .0300653 -2.33 0.020 -.1290086 -.0110793 borno | -.0103717 .0344786 -0.30 0.764 -.0779916 .0572483 adamawa | -.0393089 .0328901 -1.20 0.232 -.1038136 .0251957 gombe | -.0427407 .0284893 -1.50 0.134 -.0986144 .013133 bauchi | -.0357631 .0287795 -1.24 0.214 -.0922058 .0206797 kano | -.0149118 .0267639 -0.56 0.577 -.0674016 .0375781 kaduna | 0 (omitted) kebbi | .0381979 .0296662 1.29 0.198 -.0199839 .0963798 niger | .0069699 .0320272 0.22 0.828 -.0558424 .0697822 abuja | .0504854 .0401723 1.26 0.209 -.0283013 .129272 nasarawa | .0686014 .0421795 1.63 0.104 -.0141218 .1513246 plateau | -.0435662 .0380323 -1.15 0.252 -.1181558 .0310233 taraba | .0768427 .0306792 2.50 0.012 .0166742 .1370113 benue | .0243015 .0385983 0.63 0.529 -.0513981 .1000012 kogi | .1786983 .0367717 4.86 0.000 .106581 .2508156 kwara | -.0002752 .0455985 -0.01 0.995 -.0897036 .0891533 oyo | .0816014 .0405837 2.01 0.044 .0020081 .1611948 osun | -.0841244 .0447581 -1.88 0.060 -.1719047 .0036558 ekiti | .0978379 .0656724 1.49 0.136 -.03096 .2266357 ondo | .0065026 .0508841 0.13 0.898 -.0932922 .1062973 edo | -.0097725 .055788 -0.18 0.861 -.1191849 .09964 anambra | .1023958 .0540376 1.89 0.058 -.0035836 .2083752 enugu | .0288383 .0501233 0.58 0.565 -.0694644 .1271411 ebonyi | -.0120409 .0507757 -0.24 0.813 -.1116231 .0875412 cross river | .1230477 .0564907 2.18 0.030 .0122572 .2338382 akwa ibom | .0265016 .0506741 0.52 0.601 -.0728814 .1258845 abia | -.004264 .0582497 -0.07 0.942 -.1185042 .1099763 imo | -.1218619 .0601408 -2.03 0.043 -.2398111 -.0039127 rivers | .00535 .0515217 0.10 0.917 -.0956954 .1063953 bayelsa | .174819 .0441338 3.96 0.000 .0882631 .2613748 delta | .0734782 .0554011 1.33 0.185 -.0351753 .1821317 lagos | -.0263495 .0557287 -0.47 0.636 -.1356456 .0829466 ogun | -.0620484 .0489006 -1.27 0.205 -.1579531 .0338563
Example with Sokoto as baseline state (not depicted) and Adamawa as omitted state - BH=1 if observation from Borno, Yobe, Adamawa state
Code:
surveystate | zamfara | -.0461641 .0322722 -1.43 0.153 -.1094568 .0171286 katsina | .1004389 .0270741 3.71 0.000 .0473407 .1535372 jigawa | .0171015 .0300797 0.57 0.570 -.0418913 .0760942 yobe | -.0338448 .0318974 -1.06 0.289 -.0964025 .0287128 borno | .0282791 .0356248 0.79 0.427 -.0415887 .098147 adamawa | 0 (omitted) gombe | .0653065 .0268831 2.43 0.015 .012583 .1180301 bauchi | .0723759 .0271817 2.66 0.008 .0190667 .1256852 kano | .0932255 .0256643 3.63 0.000 .0428923 .1435587 kaduna | .1099206 .0305516 3.60 0.000 .0500024 .1698388 kebbi | .0379399 .029656 1.28 0.201 -.0202219 .0961018 niger | .0069781 .0320587 0.22 0.828 -.055896 .0698523 abuja | .051153 .0401501 1.27 0.203 -.02759 .1298959 nasarawa | .0691163 .0421202 1.64 0.101 -.0134906 .1517232 plateau | -.0430699 .0380091 -1.13 0.257 -.1176141 .0314742 taraba | .0766932 .0306949 2.50 0.013 .0164938 .1368925 benue | .0248443 .0386022 0.64 0.520 -.0508629 .1005516 kogi | .1793773 .0367779 4.88 0.000 .107248 .2515067 kwara | .0000419 .0456494 0.00 0.999 -.0894865 .0895703 oyo | .082416 .0405685 2.03 0.042 .0028523 .1619797 osun | -.0832705 .0447555 -1.86 0.063 -.1710456 .0045047 ekiti | .0986303 .065534 1.51 0.132 -.0298962 .2271567 ondo | .0073753 .0508517 0.15 0.885 -.0923559 .1071065 edo | -.0086701 .0557107 -0.16 0.876 -.1179308 .1005906 anambra | .1031334 .0540501 1.91 0.057 -.0028706 .2091375 enugu | .029661 .0501349 0.59 0.554 -.0686645 .1279864 ebonyi | -.0117069 .0507315 -0.23 0.818 -.1112023 .0877885 cross river | .1240106 .0565273 2.19 0.028 .0131484 .2348728 akwa ibom | .0274592 .0506767 0.54 0.588 -.0719288 .1268473 abia | -.0029655 .0582343 -0.05 0.959 -.1171755 .1112445 imo | -.1205495 .0601398 -2.00 0.045 -.2384966 -.0026024 rivers | .0064126 .0515313 0.12 0.901 -.0946515 .1074766 bayelsa | .1760098 .0441195 3.99 0.000 .0894819 .2625376 delta | .0747945 .0553462 1.35 0.177 -.0337514 .1833404 lagos | -.0253275 .0556495 -0.46 0.649 -.1344683 .0838133 ogun | -.0611065 .0488985 -1.25 0.212 -.157007 .034794
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