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Re: st: Why does -anova- calculate repeated effects (F) twice?


From   khigbee@stata.com
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Why does -anova- calculate repeated effects (F) twice?
Date   Fri, 13 Feb 2004 15:15:29 -0600

A few days ago I (Ken Higbee <khigbee@stata.com>) wrote:

> Michael Ingre <Michael.Ingre@ipm.ki.se> asks:
> 
>> I have now made several repeated -anova- and noticed some odd
>> behaviour in the procedure. When -anova- is run with the repeated
>> option, it first calculates the standard anova table (including
>> F), then for each effect with repeated variables it calculates
>> the epsilon coefficients. But then, it seems like Stata starts
>> calculating the effects (with F) once again. Is this really
>> necessary?
>> 
>> It is my understanding that once the epsilon coefficients are
>> calculated you only need to run the F-test once again with the
>> corrected degrees of freedom. There is no need to recalculate F.
>> This is also how it is explained in the Stata manual p51.
>> 
>> Given the time it takes to compute F in repeated designs
>> (sometimes minutes and even hours as has been discussed lately on
>> this list) and the apparently very fast calculation of epsilon
>> (Stata displays it almost immediately) it seems to me that the
>> speed of -anova- with repeated measures could almost be doubled
>> if the second calculation of F were to be omitted.
>
> You are correct that a speed improvement is possible here.  It is
> something I have thought about and will some day implement.
>
> <cut>
>
> Some time in the future I would like to alter -anova- to return
> information (mean squares etc.) for each term in the -anova-.
> After I do this the table presented for the repeated measures
> corrections will not need to recompute the F stat, and will be
> presented very quickly.  Also, replay of an -anova- would then be
> almost instantaneous.

I have now implemented what I mention above.  You will see
noticably faster execution time for the printing out of the
repeated measures part of the ANOVA output (also on any -anova-
replay).  You will also be able to obtain the S.S., d.f., and F
for each term in the model.

This improvement will be in the next executable update.  I am not
sure when this next executable will go out (probably not for
another month or so), but I thought I would let you know that
statalist input does make a difference on what the developers
here at StataCorp do.

Ken Higbee    khigbee@stata.com
StataCorp     1-800-STATAPC

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