re: st: ancova for repeated designs

[David Airey <david.airey@vanderbilt.edu>]

That is annoying. You may have something in your data that Stata 
doesn't approve of that SPSS does. Maybe related to the features of 
this table:

. tab x g

           |                g
         x |         1          2          3 |     Total
-----------+---------------------------------+----------
         1 |         6          3          0 |         9
         3 |         3          0          0 |         3
         5 |         0          3          3 |         6
         6 |         3          0          3 |         6
-----------+---------------------------------+----------
     Total |        12          6          6 |        24


What does this table look like in your full data set? X and y have only 
6 integer values?

The model does run in Stata when I make up the data:

. clear

.
. set obs 30
obs was 0, now 30

. egen id = seq(), from(1) to(10) block(3)

. egen t = seq(), from(1) to(3) block(1)

. egen g = seq(), from(1) to(3) block(3)

. gen x = invnorm(uniform())

. gen y = invnorm(uniform())

.
. table id t, by(g) c(N y N x) concise

----------------------------
          |        t
 g and id |    1     2     3
----------+-----------------
1         |
        1 |    1     1     1
          |    1     1     1
          |
        4 |    1     1     1
          |    1     1     1
          |
        7 |    1     1     1
          |    1     1     1
          |
       10 |    1     1     1
          |    1     1     1
----------+-----------------
2         |
        2 |    1     1     1
          |    1     1     1
          |
        5 |    1     1     1
          |    1     1     1
          |
        8 |    1     1     1
          |    1     1     1
          |
----------+-----------------
3         |
        3 |    1     1     1
          |    1     1     1
          |
        6 |    1     1     1
          |    1     1     1
          |
        9 |    1     1     1
          |    1     1     1
          |
----------------------------

.
. anova y x g / id | g t g*t x*g, cont(x) rep(t)

                           Number of obs =      30     R-squared     =  
0.7092
                           Root MSE      = 1.01388     Adj R-squared =  
0.2333

                  Source |  Partial SS    df       MS           F     
Prob > F
              
-----------+----------------------------------------------------
                   Model |   27.573476    18  1.53185978       1.49     
0.2525
                         |
                       x |  .764235222     1  .764235222       0.61     
0.4596
                       g |  3.09651697     2  1.54825848       1.24     
0.3458
                    id|g |   8.7369122     7  1.24813031
              
-----------+----------------------------------------------------
                       t |  2.56959117     2  1.28479558       1.25     
0.3242
                     g*t |  3.64710281     4  .911775703       0.89     
0.5032
                     x*g |  2.84464804     2  1.42232402       1.38     
0.2911
                         |
                Residual |   11.307461    11    1.027951
              
-----------+----------------------------------------------------
                   Total |   38.880937    29  1.34072197


Between-subjects error term:  id|g
                     Levels:  10        (7 df)
     Lowest b.s.e. variable:  id
     Covariance pooled over:  g         (for repeated variable)

Repeated variable: t
                                          Huynh-Feldt epsilon        =  
1.2243
                                          *Huynh-Feldt epsilon reset to 
1.0000
                                          Greenhouse-Geisser epsilon =  
0.7688
                                          Box's conservative epsilon =  
0.5000

                                            ------------ Prob > F 
------------
                  Source |     df      F    Regular    H-F      G-G     
 Box
              
-----------+----------------------------------------------------
                       t |      2     1.25   0.3242   0.3242   0.3210   
0.3100
                     g*t |      4     0.89   0.5032   0.5032   0.4883   
0.4636
                Residual |     11
              
-----------+----------------------------------------------------

.
.
end of do-file

.

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