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st: regression with vce(robust) and ANOVA table
From
Nick Winter <[email protected]>
To
Stata List <[email protected]>
Subject
st: regression with vce(robust) and ANOVA table
Date
Sat, 21 Jul 2012 13:15:39 -0400
Hi all,
The Stata manual explains that the ANOVA table is omitted from
regression results when vce(robust) is specified, in part:
"regress purposefully suppresses displaying the ANOVA table when
vce(robust) is specified, as it is no longer appropriate in a
statistical sense, even though, mechanically, the numbers would be
unchanged."
I'm looking for an explanation of why this is so. I feel like this has
been discussed before on Statalist, but I can't find it.
Can anyone explain a bit more, or point me to something that does so?
Thanks!!
Nick Winter
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