Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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


From   Jared Saletin <jsaletin@berkeley.edu>
To   statalist@hsphsun2.harvard.edu
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: http://www.ats.ucla.edu/stat/stata/examples/kirk/rbf33

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!

Cheers,
Jared

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index