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From |
Richard Williams <Richard.A.Williams.5@nd.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Why no sum of squared residuals in reg output after robust or cluster? |

Date |
Thu, 04 Mar 2004 10:09:34 -0500 |

At 08:41 PM 3/3/2004 -0600, dbdewalq@uchicago.edu wrote:

This is probably easy, but I have been wondering...If you have the Stata 8 reference Manual N-R, this is discussed on p. 337. It says that regress with robust purposely suppresses displaying the Anova Table, as it is no longer appropriate in a statistical sense. Further, the F stat is no longer based on the sums of squares (although the R^2 stat is.)

When you add the comand robust or cluster after the regression you don't get in

the regression output the information about the explained sum of squares, the

residual sum of squares and the total sum of squares, information that you

usually get if you perform regress without the robust or the cluster command.

Why is it so?

If you don't have the manual, write back and I'll try to provide further detail. I had this same question in class, so I eventually want to adapt/plagiarize what is in the manual anyway!

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Richard Williams, Notre Dame Dept of Sociology

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**References**:**st: Why no sum of squared residuals in reg output after robust or cluster?***From:*dbdewalq@uchicago.edu

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