DEVCON: Stata module to apply the deviation contrast transform to estimation results

Ben Jann ()

Statistical Software Components from Boston College Department of Economics

Abstract: devcon transforms the coefficients of 0/1 dummy variables so that they reflect deviations from the "grand mean" rather than deviations from the reference category (the transformed coefficients are equivalent to those obtained by the so called "effects coding") and adds the coefficient for the reference category. The variance-covariance matrix of the estimates is transformed accordingly. The transformed estimated can be used with post estimation procedures. In particular, devcon can be used to solve the identification problem for dummy variable effects in the so-called Blinder-Oaxaca decomposition (see the oaxaca package).

Language: Stata
Requires: Stata version 8.2
Keywords: dummy variables; grand mean; effects coding (search for similar items in EconPapers)
Date: 2005-05-12, Revised 2006-07-31
Note: This module may be installed from within Stata by typing "ssc install devcon". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/d/devcon.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/devcon.hlp help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s450603

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics
Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().