The bottom line is that multiple comparisons are a convenience command.
They allow the researcher to focus on the substantive issues rather than the
computational issues. It certainly possible to perform multiple comparisons
through direct testing of combinations of coefficients but this quickly becomes
very complex as the number of factors increases. Ken Higbee has shown
how to do multiple comparisons using a cell means model
(http://www.stata.com/support/faqs/stat/test1.html). Again, doable but not
particularly convenient. I know that we have many clients from psychology
who will not consider switching from SPSS because there is no easy and
direct way of specifying multiple comparisons.
On Mar 11, 2008, Al Feiveson wrote:
Hi - I have been repeatedly asked by people who I convinced to buy
Stata how to do multiple comparisons of interaction effects under more
"complicated" anova models such as those with at least one factor random
and possibly with repeated measures, etc. Apparently Stata does not have
a built-in command/option for multiple comparisons for anything but a
one-way model and does not even support approximate methods for such
comparisons other than using xtmixed and creating all the contrasts and
tests "by hand". Even then, further processing has to be undertaken to
account for multiple testing.
Embarassingly enough, I have had to refer people to SAS to do these
types of comparisons without a lot of customized programing. Am I
missing something or is Stata really woefully deficient in this area?
Al Feiveson
--
Phil Ender
Statistical Consulting Group
UCLA Academic Technology Services
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