[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
jverkuilen <jverkuilen@gc.cuny.edu> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: RE: Wech One-way ANOVA |

Date |
Mon, 19 May 2008 12:14:26 -0400 |

Steven Samuels wrote: >David is partly right. I think you meant me. >Welch's test uses separate standard deviations to compute the denominator of the t-statistic, and, as David says, this is the same denominator as that computed by the robust option in -reg-. However - reg- with the robust option uses the usual d.f. for the test (n-2), but Welch used a corrected d.f.> Actually you are given three options. One is the default df adjustment. The others use the hat matrix in various ways. Hmm, I wonder if the other adjustments end up being general versions of common adjustments used in ANOVA Land by ANOVA Man, e.g., Huynh-Feldt for RM? If so this would be a very nice simplification for teaching, replacing a laundry list of adjustments that appear ad hoc from the student's perspective with a lecture on the effect of heteroscedasticity and a useful remedy for it. Time to stare at the equations.... JV * * 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/

**Follow-Ups**:**Re: st: RE: Wech One-way ANOVA***From:*Steven Samuels <sjhsamuels@earthlink.net>

- Prev by Date:
**st: Constrained clogit?!** - Next by Date:
**Re: Re: st: how to calculate marginal effectsfor the multiply imputed survey dataset** - Previous by thread:
**st: Constrained clogit?!** - Next by thread:
**Re: st: RE: Wech One-way ANOVA** - Index(es):

© Copyright 1996–2017 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |