Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

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


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...
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 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.)

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!

-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
FAX: (574)288-4373
HOME: (574)289-5227
EMAIL: Richard.A.Williams.5@ND.Edu
WWW (personal): http://www.nd.edu/~rwilliam
WWW (department): http://www.nd.edu/~soc

*
* 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/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index