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st: Command -contrast- after -anova


From   "Herve STOLOWY" <stolowy@hec.fr>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Command -contrast- after -anova
Date   Tue, 09 Dec 2008 15:06:15 +0100

Dear Statalisters:

I have some difficulties in using the -constrast- command (downloadable from ssc) after -anova-.

Here is my -anova- command line with the output.

anova return info risk info*risk if round>7 & round<26 & offer==1 & win==1, detail

  Factor        Value          Value          Value          Value
  ------------------------------------------------------------------------
  info          1 0            2 1           

  risk          1 0            2 1           

                           Number of obs =    2309     R-squared     =  0.0401
                           Root MSE      = .026537     Adj R-squared =  0.0389

                  Source |  Partial SS    df       MS           F     Prob > F
              -----------+----------------------------------------------------
                   Model |  .067894615     3  .022631538      32.14     0.0000
                         |
                    info |  .007341846     1  .007341846      10.43     0.0013
                    risk |  .045207121     1  .045207121      64.20     0.0000
               info*risk |  .010246209     1  .010246209      14.55     0.0001
                         |
                Residual |  1.62318282  2305  .000704201   
              -----------+----------------------------------------------------
                   Total |  1.69107744  2308  .000732703   


In the -contrast- command, I use the following syntax:

contrast return info risk, coeffs(1 1),  if round>7 & round<26 & offer==1 & win==1 

and it does not work.

I am almost sure that the figures after coeffs are wrong. To be honest, I do not understand very well the help file of -contrast-. (I tried the examples given in this file, based on auto.dta, but it returns an error message).

Does someone have some practice with -contrast-?

(I read the Stata manual and the differents threads in the Statalist. It seems that the -contrast- command should avoid using the command -test- with matrices after anova).

Best regards

Herve








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