English, Article edition: GRAND2: Stata module to compute an estimate of the grand mean/intercept and differences Vince Wiggins

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Bookmark: http://trove.nla.gov.au/version/174591
Physical Description
  • code
Language
  • English

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Title
  • GRAND2: Stata module to compute an estimate of the grand mean/​intercept and differences
Author
  • Vince Wiggins
Physical Description
  • code
Notes
  • For use after fit to present a set of indicator/​dummy variables in the form of a "grand mean" and differences from the "grand mean". Windows users should not attempt to download these files with a web browser. The specified list of variables (indicator_variable_list) must be orthogonal and completely span the space. The model estimated by fit must also include the complete list of indicator variables that fully span the space. Use the hascons option on fit to allow the full set of indicators to be included in the model. grand2 cannot be used after regress, it requires some of the results stored by fit. grand2 recasts the full parameter and variance estimates from the prior fit and saves the result as the current estimates. In this sense, grand2 acts like an estimator. The coefficients, standard errors, and matrices may be accessed in the same way as any estimator; specifically, test may be used to perform tests with the grand mean and differences.
  • RePEc:boc:bocode:s355201
Language
  • English
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