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  • Boottest for dummy and categorical variables interaction

    Hi all,

    I run an areg regression with several dummy and categorical variables interaction and with the cluster standard error adjustment. Below is the code:

    areg performance highextravert##treatment highconsci##treatment highagreeable##treatment highneurotic##treatment highopenness##treatment, vce(cluster Source) abs(major)

    "treatment" is categorical variable with value 1,2,3,4
    "highxxx" are dummy variables.

    After running the regression, I run the boottest to adjust the standard error because I have small number of clusters. below is the code:

    boottest {1.highextravert} {2.treatment} {3.treatment} {4.treatment} {1.highextravert#2.treatment} {1.highextravert#3.treatment} {1.highextravert#4.treatment} ///
    {1.highconsci} {1.highconsci#2.treatment} {1.highconsci#3.treatment} {1.highconsci#4.treatment} ///
    {1.highagreeable} {1.highagreeable#2.treatment} {1.highagreeable#3.treatment} {1.highagreeable#4.treatment} ///
    {1.highneurotic} {1.highneurotic#2.treatment} {1.highneurotic#3.treatment} {1.highneurotic#4.treatment} ///
    {1.highopenness} {1.highopenness#2.treatment} {1.highopenness#3.treatment} {1.highopenness#4.treatment} ///
    , reps(1999) boot(wild) bootcl(Source) nograph

    The boottest result only shows for the first row (i.e., highextravert, 2.treatment, 3.treatment, 4.treatment and all the interactions).
    For the rest of the result for the interaction, an error message is shown "Null constraint applies only to omitted variables or base levels of factor variables.".

    Does anyone know what is the problem here?

    Thank you in advance.

    Best regards,
    Evelyn

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