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 should be installed from within Stata by typing "ssc install devcon". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Citations: View citations in EconPapers (1)
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)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s450603
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