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Re: st: -robvar- and number of degrees of freedom
From
[email protected] (Roberto G. Gutierrez, StataCorp)
To
[email protected]
Subject
Re: st: -robvar- and number of degrees of freedom
Date
Fri, 03 Sep 2010 09:30:04 -0500
Garry Anderson <[email protected]> writes:
> The -robvar- command does not seem to be reporting the correct degrees of
> freedom.
> . webuse auto
> (1978 Automobile Data)
> . robvar mpg,by(rep78)
> Repair | Summary of Mileage (mpg)
> Record 1978 | Mean Std. Dev. Freq.
> ------------+------------------------------------
> 1 | 21 4.2426407 2
> 2 | 19.125 3.7583241 8
> 3 | 19.433333 4.1413252 30
> 4 | 21.666667 4.9348699 18
> 5 | 27.363636 8.7323849 11
> ------------+------------------------------------
> Total | 21.289855 5.8664085 69
> W0 = 4.7219575 df(5, 68) Pr > F = 0.00092356
>
> W50 = 3.2906157 df(5, 68) Pr > F = 0.01014559
>
> W10 = 4.9744717 df(5, 68) Pr > F = 0.00061062
> I would have expected the 5 df to be 4 df because there are 5 groups.
and Nick Cox <[email protected]> responds:
> My guess is that -robvar- is not marking out missings on the -by()-
> variable, which are falsely included in the calculation of groups. If you
> pursue a simple experiment the correct answer follows.
[...]
Nick also asserts later that -robvar- needs fixing, which it does. The fix
will be in the next ado file update.
--Bobby
[email protected]
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