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Re: st: Recreating SAS "sums of squares" in Stata using anova and regress
From
"Joseph Coveney" <[email protected]>
To
<[email protected]>
Subject
Re: st: Recreating SAS "sums of squares" in Stata using anova and regress
Date
Wed, 19 Feb 2014 23:57:41 +0900
I was mistaken about the intent of the asobserved contrast operators, sorry.
Anyway, -matrix list r(table)- after -contrast- indicates that -contrast- is
computing a Wald t-statistic and squaring it to compute its r(F) matrix element.
That might be the basis for the slightly different test statistics vis-à-vis
ANOVA's sums of squares-based F-statistic.
Joseph Coveney
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of David Fisher
Sent: Wednesday, February 19, 2014 23:09
To: [email protected]
Subject: Re: st: Recreating SAS "sums of squares" in Stata using anova and
regress
Hi Joseph,
Thanks for your reply.
Unfortunately your example has the same problem -- the F and p values
are very slightly different (as can be seen by typing "disp e(F)"
etc). Furthermore, from reading the -contrast- documentation, I'm not
sure the operators change the overall (joint) test result, just the
values of the contrasts.
Regards,
David.
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