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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 * * 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/

**Follow-Ups**:**Re: st: Why does -anova- calculate repeated effects (F) twice?***From:*Michael Ingre <Michael.Ingre@ipm.ki.se>

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