# st: St: Inconsistency(?) in MANOVA and XTPCSE results

 From "carambas" To Subject st: St: Inconsistency(?) in MANOVA and XTPCSE results Date Tue, 3 Aug 2004 17:52:06 +0200

```Dear Statalist,

I am using using MANOVA to see whether mean yield changes with farming
system (bet subject factor) and if these changes are influenced by time
(interaction of farming sys and time). Based on the results (see below),
there is no significant difference for both variables. But I run an xtpcse
with these same variables, i.e. cat* (farming system), and the Tcat1&Tcat2
as the interaction variables. But the results say both have significant
effect. In addition to that, after xtpcse, I test whether cat1=cat2 and I
get high p value so as to accept the Ho. How can that be when the results
just say each category is significantly influencing yield.

I am wondering whether my mistake is in the program or in the
interpretation (or both?). I would highly appreciate your help.

Cris

RESULTS OF MANOVA
/*test of the between subject factor*/
. manova  yield1 yield2 yield3 yield4 yield5 = farming system

Number of obs =      63

W = Wilks' lambda      L = Lawley-Hotelling trace
P = Pillai's trace     R = Roy's largest root

Source |  Statistic     df   F(df1,    df2) =   F   Prob>F
------------+--------------------------------------------------
farming system | W   0.9520      1     5.0    57.0     0.57 0.7193
e
| P   0.0480            5.0    57.0     0.57 0.7193
e
| L   0.0504            5.0    57.0     0.57 0.7193
e
| R   0.0504            5.0    57.0     0.57 0.7193
e
|--------------------------------------------------
Residual |                61
------------+--------------------------------------------------
Total |                62
---------------------------------------------------------------
e = exact, a = approximate, u = upper bound on F

. mat ymat = (1,0,0,0,-1\0,1,0,0,-1\0,0,1,0,-1\0,0,0,1,-1)

. mat list ymat

ymat[4,5]
c1  c2  c3  c4  c5
r1   1   0   0   0  -1
r2   0   1   0   0  -1
r3   0   0   1   0  -1
r4   0   0   0   1  -1

.
. /*test of the farming system*time interaction*/
. manovatest  farming system, ytransform(ymat)

Transformations of the dependent variables
(1)    yield1 - yield5
(2)    yield2 - yield5
(3)    yield3 - yield5
(4)    yield4 - yield5

W = Wilks' lambda      L = Lawley-Hotelling trace
P = Pillai's trace     R = Roy's largest root

Source |  Statistic     df   F(df1,    df2) =   F   Prob>F
------------+--------------------------------------------------
label_group | W   0.9550      1     4.0    58.0     0.68 0.6066
e
| P   0.0450            4.0    58.0     0.68 0.6066
e
| L   0.0471            4.0    58.0     0.68 0.6066
e
| R   0.0471            4.0    58.0     0.68 0.6066
e
|--------------------------------------------------
Residual |                61
---------------------------------------------------------------
e = exact, a = approximate, u = upper bound on F

RESULTS OF XTPCSE
xtpcse yield cat* fert labor labor2 Tcat1 Tcat2, noconstant

Number of gaps in sample:  1

Linear regression, correlated panels corrected standard errors (PCSEs)

Group variable:   convfarm2                     Number of obs      =
365
Time variable:    year                          Number of groups   =
73
Panels:           correlated (unbalanced)       Obs per group: min =
5
Autocorrelation:  no autocorrelation                           avg =
5
Sigma computed by casewise selection                           max =
5
Estimated covariances      =      2701          R-squared          =
0.8716
Estimated autocorrelations =         0          Wald chi2(7)       =
62402.29
Estimated coefficients     =         7          Prob > chi2        =
0.0000

----------------------------------------------------------------------------
--
|           Panel-corrected
|      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
cat1 |   318.1316   13.81461    23.03   0.000     291.0555
345.2078
cat2 |   295.4165   16.56159    17.84   0.000     262.9564
327.8766
fert |   .0662363   .0228123     2.90   0.004      .021525
.1109475
labor |  -1.932159   2.189823    -0.88   0.378    -6.224134
2.359816
labor2 |   .1188553   .0816233     1.46   0.145    -.0411235
.278834
Tcat1 |   5.182032   2.757123     1.88   0.060    -.2218297
10.58589
Tcat2 |   8.036667   3.557229     2.26   0.024     1.064626
15.00871
----------------------------------------------------------------------------
--

Maria Cristina DM Carambas
Junior Researcher/PhD Student
Zentrum für Entwicklungsforschung (ZEF)
Walter-Flex Str. 3
Bonn 53113, Germany
Tel: (49)228-739052
Fax: (49) 228-731849
e-m:mcaramba@uni-bonn.de

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```