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st: Two-way anova vs linear regression: how can I understand Partial SS


From   "Airey, David C" <[email protected]>
To   Statalist <[email protected]>
Subject   st: Two-way anova vs linear regression: how can I understand Partial SS
Date   Tue, 5 Jan 2010 20:59:38 -0600

.

/* 
Maybe this doesn't promote understanding, but
can't you calculate it from the bits and pieces left in
-ereturn list- and -return list-? Since,

F = (mss/mdf) / (rss/rdf)
mss = F * (rss/rdf) * mdf

*/

sysuse auto, clear
anova mpg foreign rep78 foreign#rep78

regress mpg i.foreign##i.rep78
// ereturn list
local rss = e(rss)

testparm i.foreign#i.rep78
// return list

display "Interaction partial SS= " r(F)*`rss'/r(df_r)*r(df)




> Dear Statalist,
> 
> My question is more about statistics than about Stata, but also so elementary 
> that I'd like to post this problem here.
> 
> In ANOVA I have difficulty in understanding the notion of Partial Sum of 
> Squares - being the default option in Stata's anova. 
> 
> In understanding statistical methods, I use linear regression (OLS) as a 
> reference method, since regression allows me to draw pictures in my mind
> and is a method that I feel comfortable with. ANOVA is not so intuitive 
> to me. But since the underlying methods of OLS and ANOVA are essentially 
> the same (both General Linear Models - GLMs), I regard the difference 
> between these methods as "different interfaces" to the same GLM. 
> 
> My question is: 
> 'How can I obtain the Partial Sum of Squares of each of 
> the variables in the case of a two way anova with interaction by us of 
> regression analysis?'
> 
> or - more applied - :  
> How do I get the Partial SS of foreign in:  
> *---------------- begin example --------------------------
> sysuse auto, clear
> anova mpg foreign rep78 foreign#rep78
> *------------------ end example -----------------------------
> using regression analysis?
> 
> Kind regards, 
> Adriaan Hoogendoorn
> GGZ inGeest, Amsterdam.
> 
> 

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