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

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Author Info

  • Ben Jann

    ()
    (University of Bern)

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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).

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File URL: http://fmwww.bc.edu/repec/bocode/d/devcon.ado
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/d/devcon.hlp
File Function: help file
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Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S450603.

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Programming language: Stata
Requires: Stata version 8.2
Date of creation: 12 May 2005
Date of revision: 31 Jul 2006
Handle: RePEc:boc:bocode:s450603

Note: This module should be installed from within Stata by typing "ssc install devcon". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
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Web: http://repec.org/docs/ssc.php

Related research

Keywords: dummy variables; grand mean; effects coding;

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