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The Interpretation of Multiple Dummy Variable Coefficients: An Application to Industry Effects in Wage Equations

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Author Info
Hirschberg, J.
Lye, J.

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Abstract

The traditional textbook approach to avoiding the dummy trap problem is to delete a category from each qualitative variable. We illustrate an alternative constraint introduced by Sweeney and Ulveling (1972) which can be used to transform conventional dummy variable coefficients. This constraint serves to simplify their interpretation when the regression equation contains several qualitative variables and allows the computation of a coefficient for the deleted class. Using this constraint the intercept term can be written as the mean and the coefficients for the dummy variables are now interpreted as differences from the mean of the dependent variable rather than the deleted class. Computation of a standard error for the estimated coefficient of the deleted class is also discussed. An application to examine the importance of industry wage affiliation in explaining relative wages is presented.

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Publisher Info
Paper provided by The University of Melbourne in its series Department of Economics - Working Papers Series with number 716.

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Length: 17 pages
Date of creation: 1999
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Handle: RePEc:mlb:wpaper:716

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Keywords: ECONOMETRICS MATHEMATICAL ANALYSIS

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C60 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - General
C00 - Mathematical and Quantitative Methods - - General - - - General

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  1. Hipólito J. Simón & Raúl Ramos & Esteban Sanromá, 2006. "Collective bargaining and regional wage differences in Spain: an empirical analysis," Applied Economics, Taylor and Francis Journals, vol. 38(15), pages 1749-1760, August. [Downloadable!] (restricted)
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