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From |
Joseph Coveney <jcoveney@bigplanet.com> |

To |
Statalist <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: Pairwise comparisons repeated ANOVA |

Date |
Wed, 09 Apr 2003 19:57:52 +0900 |

Sven-Erik Johansson posted: "Is there any option or STB available for pairwise comparisons in an oneway ANOVA with repeated measurements?" George Hoffman suggested prcomp, but it seems to assume independent samples, not paired observations. I think that the most commonly recommended way (see, for example, http://sobek.colorado.edu/LAB/STATS/SPSS/spss195.html or http://sobek.colorado.edu/LAB/STATS/SPSS/spss395.html passim) is to perform paired Student's t-tests, since this assures that the correct covariance is used for each comparison, something that cannot always be assured with a pooled error term from the repeated-measures analysis of variance table. Adjustments for multiple testing can then be done with -_mtest- (see -help undocumented-). I've illustrated the technique in the do-file below using a dataset from B. J. Winer, D. R. Brown and K. M. Michels, _Statistical Principles in Experimental Design_. Third Edition. (New York: McGraw-Hill, 1991), p. 228. In the illustration, I happen to use Holm's method for multiple adjustment. As an alternative, although I'm not sure what advantage there would be over multiple paired Student's t-tests, Sven-Erik could use -manova- in conjuction with -manovatest, ytransform()-s with the pairwise contrasts specified in transformation matrixes. Adjustment for multiplicity would still be in order. Joseph Coveney -------------------------------------------------------------------------------- clear set more off infile byte rctime1 byte rctime2 byte rctime3 byte rctime4 using /// http://www.uni-koeln.de/themen/Statistik/data/winer/win_228.txt preserve // Displaying the omnibus randomized-blocks ANOVA generate byte person = _n reshape long rctime, i(person) j(drug) anova rctime drug person, repeated(drug) // Note epsilons as index of sphericity restore // Individual comparisons begins next matrix A = J(1, 3, 0) local testno = 0 forvalues i = 1/3 { local j = `i' + 1 forvalues k = `j'/4 { quietly ttest rctime`i' = rctime`k' matrix B = (`i', `k', r(p)) if `testno' == 0 { matrix A = B } else { matrix A = A \ B } local rownamesA = "`rownamesA'" + "testpair`++testno' " } } matrix rownames A = `rownamesA' matrix colnames A = onedrug otherdrug unadjustp _mtest adjust A, mtest(holm) pindex(3) append matrix list r(result) exit -------------------------------------------------------------------------------- * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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