Richard,
Thanks a lot. I don't have the manual. If you don't mind, I would appreciate
further details.
Many thanks,
Damien
Date: Thu, 04 Mar 2004 10:09:34 -0500
From: Richard Williams <[email protected]>
Subject: Re: st: Why no sum of squared residuals in reg output after robust or
cluster?
At 08:41 PM 3/3/2004 -0600, [email protected] 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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