= Stata Xi =

The '''`xi`''' prefix command expands categorical variables into indicator variable sets.

<<TableOfContents>>

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== Usage ==

{{{
use http://stata-press.com/data/r14/auto, clear
xi: regress mpg i.rep78
}}}

This is equivalent to running something like:

{{{
levelsof rep78, local(levels)
foreach l of local levels {
  generate dummy_`l' = rp78 == `l'
}

regress mpg dummy_2 dummy_3 dummy_4 dummy_5
}}}

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== Syntax ==

The primary use of `xi` is to take a command like:

{{{
xi: regress y i.x1
}}}

...and expand the categorical variable `x1` into a set of indicator terms for each category. By default, these would be named `_Ix1_1`, `_Ix1_2`, and so on. (These variables will persist.) The first such indicator is excluded from the underlying modeling command.

`xi` also can create interaction terms. For example:

{{{
xi: regress y i.x1*i.x2
}}}

This creates an indicator for all interactions and all main effects.

If `x2` were a continuous variable instead, the more appropriate syntax is one of:

{{{
xi: regress y i.x1*x2
}}}

...which again creates an indicator for all interactions and all main effects; or...

{{{
xi: regress y i.x1|x2
}}}

...which again creates an indicator for all interactions and the main effect of `x2`, but omits the main effect of `x1`.

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== See also ==

[[https://www.stata.com/manuals/rxi.pdf|Stata manual for xi]]



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