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Re: st: regression with vce(robust) and ANOVA table
From
Steve Samuels <[email protected]>
To
[email protected]
Subject
Re: st: regression with vce(robust) and ANOVA table
Date
Sat, 21 Jul 2012 19:26:16 -0400
I'd guess that the reason is to avoid the impression that the F test is based on the
mean squares in the ANOVA table.
Steve
[email protected]
On Jul 21, 2012, at 1:15 PM, Nick Winter wrote:
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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