我尝试进行多项logit,我的自变量是绝对的。我有两个分类变量 - edu1
用于高中学历,edu2
用于具有大学学位的学生。变量是虚拟变量(edu1=1
表示具有高中学历的学生,edu1=0
没有)我想要结果,以便我可以将结果与拥有大学学位的人进行比较。但是,当我执行mlogit edu*
时,模型会自动在模型中包含edu1
而不是edu2
。有没有办法扭转此问题,包括edu2
而不包括edu
1?
答案 0 :(得分:0)
除非丢弃常量,否则不能在模型中同时使用两者。谷歌“虚拟变量陷阱”,看看为什么。这是一个例子:
. webuse sysdsn1, clear
(Health insurance data)
. recode male (0=1) (1=0), gen(female)
(644 differences between male and female)
. mlogit insure male female, nocons nolog
Multinomial logistic regression Number of obs = 616
Wald chi2(4) = 149.44
Log likelihood = -553.40712 Prob > chi2 = 0.0000
------------------------------------------------------------------------------
insure | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
Indemnity | (base outcome)
-------------+----------------------------------------------------------------
Prepaid |
male | .3001046 .1703301 1.76 0.078 -.0337363 .6339455
female | -.1772065 .0968274 -1.83 0.067 -.3669847 .0125718
-------------+----------------------------------------------------------------
Uninsure |
male | -1.529395 .3059244 -5.00 0.000 -2.128996 -.9297944
female | -1.989585 .1884768 -10.56 0.000 -2.358993 -1.620177
------------------------------------------------------------------------------
. mlogit insure male, nolog
Multinomial logistic regression Number of obs = 616
LR chi2(2) = 6.38
Prob > chi2 = 0.0413
Log likelihood = -553.40712 Pseudo R2 = 0.0057
------------------------------------------------------------------------------
insure | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
Indemnity | (base outcome)
-------------+----------------------------------------------------------------
Prepaid |
male | .477311 .1959283 2.44 0.015 .0932987 .8613234
_cons | -.1772065 .0968274 -1.83 0.067 -.3669847 .0125718
-------------+----------------------------------------------------------------
Uninsure |
male | .46019 .3593233 1.28 0.200 -.2440708 1.164451
_cons | -1.989585 .1884768 -10.56 0.000 -2.358993 -1.620177
------------------------------------------------------------------------------
请注意,在第二个规范中,常数是女性效应,男性变为常数加上男性系数。这与上面没有的常量规范相匹配。
如果模型中有其他假人,事情会变得复杂一些。常量将对应于每组虚拟变量中的所有省略的类别。