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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 * * 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/

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