[U] User's Guide

[ U ] 1.3 What’s new 27The second is specific and expanded. New command fvexpand takes a general or specific(expanded or unexpanded) factor varlist, if or in, and returns a fully expanded, specific varlist.See [P] fvexpand.New command fvunab takes a general or specific factor varlist and returns it in the same form,but with variable names unabbreviated. See [P] unab.d. Matrix row and column names are now generalized to include factor variables. The row orcolumn names contain the elements from a fully expanded, specific factor varlist. Because afully expanded, specific factor varlist is a factor varlist, the contents of the row or columnnames can be used with other Stata commands as a varlist. Unrelatedly, the equation portionof the row or column name now has a maximum length of 127 rather than the previous 32.e. The treatment of variables that are omitted because of collinearity has changed. Previously,such variables were dropped from e(b) and e(V) except by regress, which included thevariables but set the corresponding element of e(b) to zero and similarly set the correspondingrow and column of e(V) to zero. Now all Stata estimators that allow factor variables work likeregress.Also, if you want to know why the variable was dropped, you can look at the correspondingelement of the row or column name. The syntax of an expanded, specific varlist allows operatorso and b. Operator o indicates omitted either because the user specified omitted or because ofcollinearity; b indicates omitted because of being a base category. For instance, o.mpg wouldindicate that mpg was omitted, whereas i0b.foreign would indicate that foreign = 0 wasomitted because it was the base category. Either way, the corresponding element of e(b) willbe zero, as will the corresponding rows and columns of e(V).This new treatment of omitted variables—previously called dropped variables—can cause olduser-written programs to break. This is especially true of old postestimation commands notdesigned to work with regress. If you set version to 10 or earlier before estimation, however,then estimation results will be stored in the old way and the old postestimation commands willwork. The solution is. version 10. estimation_command .... old_postestimation_command .... version 11When running under version 10 or earlier, you may not use factor variables with the estimationcommand.f. Because omitted variables are now part of estimation results, constraints play a larger role inthe implementation of estimators. Omitted variables have coefficients constrained to be zero.ml now handles such constraints automatically and posts in e(k autoCns) the number of suchconstraints, which can be due to the variable being used as the base, being empty, or beingomitted. makecns similarly saves in r(k autoCns) the number of such constraints, and inr(clist), the constraints used. The matrix of constraints is now posted with ereturn postand saved, as usual, in e(Cns). ereturn matrix no longer posts constraints. Old behavior ispreserved under version control. See [R] ml, [P] makecns, and [P] ereturn.g. There are additional commands to assist in using and manipulating factor varlists that aredocumented only online; type help undocumented in Stata.2. Factor variables also allow interactions. Up to eight-way interactions are allowed.a. Consider the interaction a#b. If each took on two levels, the unexpanded, specific varlist wouldbe i(1 2)b1.a#i(1 2)b1.b. The expanded, specific varlist would be 1b.a#1b.b 1b.a#2.b2.a#1b.b 2.a#2.b.