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From |
Nick Cox <n.j.cox@durham.ac.uk> |

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

Subject |
st: RE: -robvar- and number of degrees of freedom |

Date |
Fri, 3 Sep 2010 11:08:12 +0100 |

Well spotted. My guess is that -robvar- is not marking out missings on the -by()- variable, which are falsely included in the calculation of groups. If you pursue a simple experiment the correct answer follows. . drop if missing(rep78) (5 observations deleted) . 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 = 5.8525980 df(4, 64) Pr > F = 0.00044531 W50 = 4.0610367 df(4, 64) Pr > F = 0.00537416 W10 = 6.1590202 df(4, 64) Pr > F = 0.00029485 I've not looked at all the code but my guess is that marksample touse should be followed by something like markout `touse' `by', strok but naturally you should not make this change on the official -robvar-. At most, clone -robvar- and check whether this works. Nick n.j.cox@durham.ac.uk Garry Anderson 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. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: RE: RE: -robvar- and number of degrees of freedom***From:*Nick Cox <n.j.cox@durham.ac.uk>

**References**:**st: -robvar- and number of degrees of freedom***From:*Garry Anderson <g.anderson@unimelb.edu.au>

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