Re: st: Why no sum of squared residuals in reg output after robust or cluster?

[Richard Williams <Richard.A.Williams.5@nd.edu>]

At 08:41 PM 3/3/2004 -0600, dbdewalq@uchicago.edu wrote:
> This is probably easy, but I have been wondering...
> When you add the comand robust or cluster after the regression you don't 
> get in
> the regression output the information about the explained sum of squares, the
> residual sum of squares and the total sum of squares, information that you
> usually get if you perform regress without the robust or the cluster command.
> Why is it so?
If you have the Stata 8 reference Manual N-R, this is discussed on p. 
337.  It says that regress with robust purposely suppresses displaying the 
Anova Table, as it is no longer appropriate in a statistical 
sense.  Further, the F stat is no longer based on the sums of squares 
(although the R^2 stat is.)

If you don't have the manual, write back and I'll try to provide further 
detail.  I had this same question in class, so I eventually want to 
adapt/plagiarize what is in the manual anyway!

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Richard Williams, Notre Dame Dept of Sociology
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