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st: Re: RE: AW: matvlc option not allowed after -anova-


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: RE: AW: matvlc option not allowed after -anova-
Date   Tue, 24 Feb 2009 21:03:39 +0100

<>

For anyone who wants to recreate Alan`s prob:

***********
clear*
input  hr  ag id time
84.2 0 1392 0
90.8 0 1392 4
76.1 0 1392 -7
63.6 0 6291 0
62.3 0 6291 -7
66.4 0 6291 4
77.3 1 4011 -7
82.1 1 4011 0
77.6 1 4011 4
51.6 1 5695 0
51.5 1 5695 4
47.9 1 5695 -7
59.7 1 6867 -7
57.1 1 6867 0
49.5 1 6867 4
73.8 1 7108 4
64.5 1 7108 -7
76.4 1 7108 0
72.8 1 7218 0
74.5 1 7218 4
66.2 1 7218 -7
end
l
anova hr ag/id|ag time
test,showorder
mat def cc=(1,1,0,0,0,0,0,0,0,0,0,0,0\1,0,1,0,0,0,0,0,0,0,0,0,0)
mat l cc
test,test(cc) mtest
test,test(cc) mtest matvlc(M)
************

I hope this leads to more discussion than witnessed so far...


HTH
Martin
_______________________
----- Original Message ----- From: "Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, February 24, 2009 7:30 PM
Subject: st: RE: AW: matvlc option not allowed after -anova-


Martin - Yes, sorry - I should have given the full anova command. Here is full output for a reduced data set that gives the same error:

Al

. list hr ag id  time,noobs

 +-------------------------+
 |   hr   ag     id   time |
 |-------------------------|
 | 84.2    0   1392      0 |
 | 90.8    0   1392      4 |
 | 76.1    0   1392     -7 |
 | 63.6    0   6291      0 |
 | 62.3    0   6291     -7 |
 |-------------------------|
 | 66.4    0   6291      4 |
 | 77.3    1   4011     -7 |
 | 82.1    1   4011      0 |
 | 77.6    1   4011      4 |
 | 51.6    1   5695      0 |
 |-------------------------|
 | 51.5    1   5695      4 |
 | 47.9    1   5695     -7 |
 | 59.7    1   6867     -7 |
 | 57.1    1   6867      0 |
 | 49.5    1   6867      4 |
 |-------------------------|
 | 73.8    1   7108      4 |
 | 64.5    1   7108     -7 |
 | 76.4    1   7108      0 |
 | 72.8    1   7218      0 |
 | 74.5    1   7218      4 |
 |-------------------------|
 | 66.2    1   7218     -7 |
 +-------------------------+

anova hr ag/id|ag time

Number of obs = 21 R-squared = 0.9268 Root MSE = 4.23546 Adj R-squared = 0.8780

Source | Partial SS df MS F Prob > F
             -----------+----------------------------------------------------
Model | 2724.43049 8 340.553811 18.98 0.0000
                        |
ag | 302.399954 1 302.399954 0.65 0.4565
                  id|ag |  2323.83339     5  464.766678
             -----------+----------------------------------------------------
time | 98.1971419 2 49.0985709 2.74 0.1049
                        |
               Residual |  215.269643    12  17.9391369
             -----------+----------------------------------------------------
                  Total |  2939.70013    20  146.985006

. test,showorder

Order of columns in the design matrix
     1: _cons
     2: (ag==0)
     3: (ag==1)
     4: (time==-7)
     5: (time==0)
     6: (time==4)
     7: (id==1392)*(ag==0)
     8: (id==4011)*(ag==1)
     9: (id==5695)*(ag==1)
    10: (id==6291)*(ag==0)
    11: (id==6867)*(ag==1)
    12: (id==7108)*(ag==1)
    13: (id==7218)*(ag==1)

. matrix list cc

cc[2,13]
    c1   c2   c3   c4   c5   c6   c7   c8   c9  c10  c11  c12  c13
r1    1    1    0    0    0    0    0    0    0    0    0    0    0
r1    1    0    1    0    0    0    0    0    0    0    0    0    0

. test,test(c) mtest

( 1)  _cons + ag[1] = 0

---------------------------------------
      |    F(df,12)     df       p
-------+-------------------------------
 (1)  |      555.60      1     0.0000 #
-------+-------------------------------
 all  |      555.60      1     0.0000
---------------------------------------
                 # unadjusted p-values

. test,test(c) mtest matvlc(M)
option matvlc() not allowed
r(198);

. .

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Martin Weiss
Sent: Tuesday, February 24, 2009 11:46 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: AW: matvlc option not allowed after -anova-


<>


Well, can you frame the problem in terms of an example that is accessible to all? It is hard to create one for oneself. Your -anova- is in replay mode, right?



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Feiveson, Alan H. (JSC-SK311)
Gesendet: Dienstag, 24. Februar 2009 18:18
An: statalist@hsphsun2.harvard.edu
Betreff: st: matvlc option not allowed after -anova-

Hi - I can't seem to get the syntax correct for the -matvlc- optin after anova. Here's what the help file says under anova postestimation:


Syntax for test after anova

   test, test(matname) [mtest[(opt)] matvlc(matname)] syntax 1

matvlc(matname), a programmer's option, saves the variance-covariance matrix of the linear combinations involved in the suite of tests. For the test Lb = c, what is returned in matname is LVL', where V is the estimated
       variance-covariance matrix of b.

But when I try the -matvlc- option, I get an error:

Can anyone tell me what's wrong?

Thanks

Al Feiveson


. anova

                          Number of obs =      45     R-squared     =
0.8711
                          Root MSE      = 5.62952     Adj R-squared =
0.7975

Source | Partial SS df MS F Prob >
F

-----------+----------------------------------------------------
                  Model |  5997.12926    16  374.820579      11.83
0.0000
                        |
                     ag |  1212.91789     1  1212.91789      38.27
0.0000
                  id|ag |  4084.81901    13  314.216847       9.91
0.0000
                   time |   699.39236     2   349.69618      11.03
0.0003
                        |
               Residual |  887.361024    28  31.6914652

-----------+----------------------------------------------------
                  Total |  6884.49028    44  156.465688

. test,showorder

Order of columns in the design matrix
     1: _cons
     2: (ag==0)
     3: (ag==1)
     4: (time==-7)
     5: (time==0)
     6: (time==4)
     7: (id==1392)*(ag==0)
     8: (id==4011)*(ag==1)
     9: (id==5695)*(ag==1)
    10: (id==6291)*(ag==0)
    11: (id==6867)*(ag==1)
    12: (id==7108)*(ag==1)
    13: (id==7218)*(ag==1)
    14: (id==7330)*(ag==0)
    15: (id==7694)*(ag==1)
    16: (id==8138)*(ag==0)
    17: (id==8168)*(ag==0)
    18: (id==8920)*(ag==1)
    19: (id==9098)*(ag==0)
    20: (id==9203)*(ag==1)
    21: (id==9997)*(ag==0)

. matrix list c

c[2,21]
          c1         c2         c3         c4         c5         c6
c7         c8
r1          1          1          0  .33333333  .33333333  .33333333
.14285714          0
r1          1          0          1  .33333333  .33333333  .33333333
0       .125

          c9        c10        c11        c12        c13        c14
c15        c16
r1          0  .14285714          0          0          0  .14285714
0  .14285714
r1       .125          0       .125       .125       .125          0
.125          0

         c17        c18        c19        c20        c21
r1  .14285714          0  .14285714          0  .14285714
r1          0       .125          0       .125          0

. test,test(c) mtest

( 1) _cons + ag[1] + .3333333 time[1] + .3333333 time[2] + .3333333 time[3] + .1428571 id[1]*ag[1
] + .1428571 id[4]*ag[1] + .1428571 id[8]*ag[1] + .1428571
id[10]*ag[1] +
.1428571 id[11]*ag[1] +
 .1428571 id[13]*ag[1] + .1428571 id[15]*ag[1] = 0
( 2) _cons + ag[2] + .3333333 time[1] + .3333333 time[2] + .3333333 time[3] + .125 id[2]*ag[2] +
.125 id[3]*ag[2] + .125 id[5]*ag[2] + .125 id[6]*ag[2] + .125
id[7]*ag[2]
+ .125 id[9]*ag[2] + .1
25 id[12]*ag[2] + .125 id[14]*ag[2] = 0

---------------------------------------
      |    F(df,28)     df       p
-------+-------------------------------
 (1)  |     3883.24      1     0.0000 #
 (2)  |     3313.40      1     0.0000 #
-------+-------------------------------
 all  |     3598.32      2     0.0000
---------------------------------------
                 # unadjusted p-values

. test,test(c) mtest matvlc(M)
option matvlc() not allowed
r(198);

.

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