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From   dbdewalq@uchicago.edu
To   statalist@hsphsun2.harvard.edu
Date   Fri, 5 Mar 2004 08:25:25 -0600

Richard,

Thanks a lot. I don't have the manual. If you don't mind, I would appreciate 
further details.

Many thanks,

Damien

Date: Thu, 04 Mar 2004 10:09:34 -0500 
From: Richard Williams <Richard.A.Williams.5@nd.edu> 
Subject: Re: st: Why no sum of squared residuals in reg output after robust or 
cluster? 

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 


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