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


From   Philip Ender <ender97@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: Re: st: Stumped...xtmixed and ANOVA F-stats not agreeing for balanced design
Date   Thu, 5 May 2011 11:40:45 -0700

ared Saletin <jsaletin@berkeley.edu> wrote

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).
...
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.
.....
------------------------------------

Yes, I may have been too quick to respond without checking results.
For the rbf33 data the following -anova- and -xtmixed- yield the same
results althought
not all of the variance components line up with the mean squares.

. anova y a / s|a b / s|b s a#b /

. xtmixed y a##b || s: || s: R.a || s: R.b, var

Sorry for the misleading suggestion.

-- 
Phil Ender
UCLA Statistical Consulting Group
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