STATA的因子变量

定义

因子变量（factor variable）是对现有变量的展开，即展开成一组变量。常用于从分类变量中创建虚拟变量。注意，带因子变量操作符的分类变量的取值必须是非0的正整数，不能存在小于0的负数。

因子变量运算符

Operator	Description	说明
i.	unary operator to specify indicators	指定为分类变量各类别
c.	unary operator to treat as continuous	指定为连续变量
o.	unary operator to omit a variable or indicator	忽略一个变量或类别
#	binary operator to specify interactions	交互
##	binary operator to specify full-factorial interactions	全因子交互

例子

Factor specification	Result
i.group	indicators for levels of group
i.group#i.sex	indicators for each combination of levels of group and sex, a two-way interaction
group#sex	same as i.group#i.sex
group#sex#arm	indicators for each combination of levels of group, sex, and arm, a three-way interaction
group##sex	same as i.group i.sex group#sex
group##sex##arm	same as i.group i.sex i.arm group#sex group#arm sex#arm group#sex#arm
sex#c.age	two variables—age for males and 0 elsewhere, and age for females and 0 elsewhere; if age is also in the model, one of the two virtual variables will be treated as a base
sex##c.age	same as i.sex age sex#c.age
c.age	same as age
c.age#c.age	age squared
c.age#c.age#c.age	age cubed

基准类别

默认为组1（取值最小的组别）为基准类别。指定基准类别，使用操作符ib.

Base operator [1]	Description	说明
ib#.	use # as base, # = value of variable	指定值
ib(##).	use the #th ordered value as base [2]	指定次序值
ib(first).	use smallest value as base (default)	指定最小值，即第一组
ib(last).	use largest value as base	指定最大值，即最后一组
ib(freq).	use most frequent value as base	指定频数最高
ibn.	no base level	没有基准项

操作符ibn.的特殊用法

i.varlist的系数为其他类别与基准类别的偏差。
ibn.varlist配合noconstant选项使用，则varlist的系数变成各类别的实际系数而非偏差。
试比较下列命令的结果。

reg  y  i.group age
reg  y  ibn.group age,  noconstant

参考文献

STATA参考手册[U] User's Guide

• 11 Language syntax
  • 11.4 varname and varlists
    • 11.4.3 Factor variables

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1. The i may be omitted. For instance, you can type ib2.group or b2.group. ↩

2. For example, ib(#2). means to use the second value as the base. ↩