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Re: st: Stumped...xtmixed and ANOVA F-stats not agreeing for balanced design

From   Jared Saletin <>
Subject   Re: st: Stumped...xtmixed and ANOVA F-stats not agreeing for balanced design
Date   Thu, 5 May 2011 10:04:53 -0700

Thanks for the help again Phil and David.

David: The R^2 for the ANOVA model is 0.97, adjusted to 0.91, so it seems to fitting the data well, AIC is about 418.97.

Phil: I flagged the -xtmixed- command with the -var- option, and the residual MS is now identical between the two models, the remaining random effects do not match the MS's from the -anova-sta model (and the cons SE remains empty).

Is there a better parameterization to use then this one, since you noted there are 3 error terms in the -anova- (s#a s#b and residual) and 4 random effects in the -xtmixed- model (s: _cons, s: R.a, s: R.b, residual).

I checked this parameterization against the example dataset:

In the latter case all effects are estimated and the F-ratios do indeed match the -anova-, and again the MS does does match for the residual, but not for the other effects (though in this case all effects are estimated properly), probably accounting for the correct F-ratios.

It would seem that David's point about the data may be the most likely, and that for whatever reason the current dataset is causing xtmixed to fail?

Thanks for all the help, again!


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