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st: comparing anova and regression results


From   "Salisbury, Linda" <lsalisbu@bus.umich.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: comparing anova and regression results
Date   Wed, 17 Jul 2002 10:16:33 -0400

I am getting somewhat different model results from an anova procedure and it's accompanying regression output.  When regressing Y on x1 and x2, the significance levels reported for x1 and x2 are very different for anova vs. regression.  My guess is that the procedures use somewhat different algorithms.  Why are the results different and how should I interpret them?  The output follows.  Thanks in advance.
Linda Salisbury
University of Michigan
=============
. anova Y x1 x2 x1*x2

                           Number of obs = 99   R-squared = 0.0992
                           Root MSE = .688542   Adj R-squared = 0.0708

         Source |  Partial SS    df       MS           F     Prob > F
       ---------+----------------------------------------------------
          Model |  4.96141459     3  1.65380486       3.49     0.0187
                |
             x1 |   2.8461798     1   2.8461798       6.00     0.0161
             x2 |  .302792702     1  .302792702       0.64     0.4262
          x1*x2 |  1.93603708     1  1.93603708       4.08     0.0461
                |
       Residual |  45.0385854    95  .474090373   
     -----------+----------------------------------------------------
          Total |       50.00    98  .510204082   

. reg

      Source |       SS       df       MS        Number of obs =      99
-------------+------------------------------     F(  3,    95) =    3.49
       Model |  4.96141459     3  1.65380486     Prob > F      =  0.0187
    Residual |  45.0385854    95  .474090373     R-squared     =  0.0992
-------------+------------------------------     Adj R-squared =  0.0708
       Total |       50.00    98  .510204082     Root MSE      =  .68854
-------------------------------------------------------------------------
     Y        Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------------------------------------------------------------------
_cons       2.347826    .143571    16.35   0.000     2.062802    2.632851
x1
      1     .0595813   .1953754     0.30   0.761    -.3282878    .4474504
      2     (dropped)
x2
      6    -.3913043     .20304    -1.93   0.057    -.7943897     .011781
     12    (dropped)
x1*x2
   1  6       .56082   .2775219     2.02   0.046     .0098694    1.111771
   1 12    (dropped)
   2  6    (dropped)
   2 12    (dropped)
-------------------------------------------------------------------------

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