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st: -robvar- and number of degrees of freedom


From   Garry Anderson <g.anderson@unimelb.edu.au>
To   statalist@hsphsun2.harvard.edu
Subject   st: -robvar- and number of degrees of freedom
Date   Fri, 03 Sep 2010 15:39:20 +1000

Dear Statalist,

The -robvar- command does not seem to be reporting the correct degrees
of freedom.

. webuse auto
(1978 Automobile Data)

. robvar mpg,by(rep78)

     Repair |      Summary of Mileage (mpg)
Record 1978 |        Mean   Std. Dev.       Freq.
------------+------------------------------------
          1 |          21   4.2426407           2
          2 |      19.125   3.7583241           8
          3 |   19.433333   4.1413252          30
          4 |   21.666667   4.9348699          18
          5 |   27.363636   8.7323849          11
------------+------------------------------------
      Total |   21.289855   5.8664085          69

W0  =  4.7219575   df(5, 68)     Pr > F = 0.00092356

W50 =  3.2906157   df(5, 68)     Pr > F = 0.01014559

W10 =  4.9744717   df(5, 68)     Pr > F = 0.00061062


I would have expected the 5 df to be 4 df because there are 5 groups.

Best wishes, Garry

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