Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • Omitted categorical variable

    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
    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

  • #2
    You did not get a quick answer. Please follow the FAQ on asking questions – provide Stata code in code delimiters, readable Stata output, and sample data using dataex. Making it easy for us to run your code and use your data will increase the chances someone takes the trouble to really help you.

    It sounds like you have a collinearity problem. What you posted is so ambiguous, it took me a while to figure out that this is a cutting from a results table. There is no way to figure out what's going on simply from this results table without any data to look at.

    The obvious thing to do would be to regress the omitted category against all the other right hand side variables using only the sample that was used in the estimate. This may indicate where the problem lies.

    If that doesn't help, please start over and post according to the FAQ. Cut down what you post – we don't need to see all these variables unless they are essential to generating the problem you're looking for help on. The simpler you can make it the more likely you are to get help.

    Comment

    Working...
    X