> > *-----------begin example--------------
> > set more off
> > sysuse lifeexp, clear
> >
> > local i = 1
> > tempname tests
> > matrix `tests' = J(4,1,0)
> >
> > foreach var of varlist popgrowth-safewater {
> > oneway `var' region
> > matrix `tests'[`i',1] = Ftail(r(df_m), r(df_r),r(F))
> > local ++i
> > }
> > matrix list `tests'
> > _mtest adjust `tests', pindex(1) replace mtest(sidak)
> > matrix list r(result)
> -------------------------------------------------------------
>
> Now cant the same be simply done by
>
> foreach var of varlist popgrowth-safewater {
> oneway `var' region, t sid
> }
No, the sidak option in -oneway- solves a different, though very similar problem. When doing a
oneway anova, you get a test whether the three or more means are the same. Usually you want to
know more: which groups are different, and in what way. So, you can ask -oneway- to compare all
pairs (also called contrasts). This is very much like you automatically doing tests on a lot of
variables. So again you need to correct the p-values you get for all the contrasts. What I did in
my example is get a p-value of the test "the three groups are the same" for lots of variables, and
corrected those p-values. So the sidak option in -oneway- corrects for multiple tests within one
variable, while my code corrects for multiple tests across variables.
HTH,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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