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

Jann, Ben (12 May 2005). DEVCON: Stata module to apply the deviation contrast transform to estimation results (Statistical Software Components S450603). Boston College Department of Economics

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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).

Item Type:

Working Paper

Division/Institute:

03 Faculty of Business, Economics and Social Sciences > Social Sciences > Institute of Sociology

UniBE Contributor:

Jann, Ben

Subjects:

300 Social sciences, sociology & anthropology

Series:

Statistical Software Components

Publisher:

Boston College Department of Economics

Language:

English

Submitter:

Ben Jann

Date Deposited:

30 Jun 2016 10:10

Last Modified:

30 Jun 2016 10:10

BORIS DOI:

10.7892/boris.69430

URI:

https://boris.unibe.ch/id/eprint/69430

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