We have a data set with 3 variables: Year, percent HIV and research estimate.
At the request of our boss, we converted year into a dichotomous variable (not my choice of analysis...)
My colleague did this two ways:
1) Lateyear = 1 if year > 1997, else 0
2) earlyyear = 1 if year < 1998, else 0
as a learning exercise we then ran both
MODEL RESEARCH_ESTIMATE = PERCENT_HIV LATEYEAR PERCENT_HIV*LATEYEAR;
MODEL RESEARCH_ESTIMATE = PERCENT_HIV EARLYYEAR PERCENT_HIV*EARLYYEAR;
I expected these to be identical, except for change of sign. Indeed, most of the results are identical, R-square, type I SS, F value etc.. But the TYPE III SS results for PERCENT_HIV are different by a factor of 8; the parameter estimate for the intercept is different, and the parameter estimate for PERCENT_HIV is different by a small amount, and the SE for the intercept and PERCENT_HIV are different.
Any ideas how this could happen?