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 at the end of May, and its replacement, statalist.org is already up and running.


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

RE: st: repeated measures ANOVA to MANOVA - revisit


From   Ricardo Ovaldia <ovaldia@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: repeated measures ANOVA to MANOVA - revisit
Date   Fri, 3 Feb 2012 13:38:58 -0800 (PST)

I checked the UCLA page suggested and I did not find anything regarding repeated measures ANOVA or MANOVA. I am now very concerned about your statement that  you "... have abandoned Stata's implementation(s) of repeated measures ANOVA entirely, as I am rarely able to get it to replicate what I know to be accurate with other software". Is there something wrong with Stata's ANOVA?


Ricardo Ovaldia, MS
Statistician 
Oklahoma City, OK


--- On Fri, 2/3/12, Feiveson, Alan H. (JSC-SK311) <alan.h.feiveson@nasa.gov> wrote:

> From: Feiveson, Alan H. (JSC-SK311) <alan.h.feiveson@nasa.gov>
> Subject: RE: st: repeated measures ANOVA to MANOVA - revisit [on behalf of Rob Ploutz-Snyder]
> To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
> Date: Friday, February 3, 2012, 9:27 AM
> 
> Ricardo..
> I have to be honest... I've abandoned Stata's
> implementation(s) of repeated measures ANOVA entirely, as I
> am rarely able to get it to replicate what I know to be
> accurate with other software (sorry Stata).  Likely
> this is due to my confusion about how Stata wants us to
> program something as simple as a repeated measures ANOVA,
> and my personal impatience with that.  It isn't as
> straightforward as it should be.  
> 
> You will find help on Phil Ender's pages at USLA (http://www.ats.ucla.edu/stat/stata/ado/analysis/default.htm)
> where there are several nicely written ado's that'll help
> you understand how to use Stata to do typical ANOVA
> routines.  
> 
> Having said that, mixed-effects modeling such as implemented
> in Stata's -xtmixed- has distinct advantages over RM ANOVA,
> making the latter a tool that I find myself using less and
> less.  If you have a completely balanced factorial
> design and you meet ALL of the assumptions of traditional RM
> ANOVA, then RM ANOVA offers the benefit of a formal F-test
> that doesn’t rely on maximum likelihood estimation. 
> It's also somewhat easier to write-up & defend for
> manuscripts, as reviewers (who usually aren't statistician)
> seem to understand "ANOVA" better than "MIXED-EFFECTS
> MODELING," even though that shouldn't be the case.
> 
> But if you have imbalance in cell sizes, occasional missing
> data here and there, and the potential for random effects in
> your data, the mixed-modeling (i.e. -xtmixed-) is likely
> going to be your better approach.  And... the coding is
> straightforward.  And with the new -contrasts- and
> -margins- and -marginsplot- post-estimation routines,
> -xtmixed- functionality is really quite nice for ANVOA-like
> factorial designs.  So given those advantages, I
> personally gravitate towards it from the get-go and do my
> best to educate manuscript reviewers along the way.
> 
> 
> Best,
> Rob
> 
> 
> 
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu]
> On Behalf Of Ricardo Ovaldia
> Sent: Friday, February 03, 2012 7:54 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: repeated measures ANOVA to MANOVA -
> revisit
> 
> I did not get a reply to my question, so here is the
> simplified version:
> 
> Using the 23 observations lited below I get very different
> p-values when using repeated measurements ANOVA and MANOVA.
> Why the descrepancy? Am I doing something wrong? Can I use
> -xtmixed- instead (how)?
> 
> From MANOVA:
> . gen myconst=1
> . manova m1 m2 m3= myconst, nocons
> . mat c = (1,0,-1\0,1,-1)
> . manovatest mycons, ytransform(c)
> . mat l r(stat)
> p-value=2.519e-07          
> 
> From repeated ANOVA:
> . reshape long m, i(id) j(method)
> . anova m id  method, repeat( method)
> Huynh-Feldt p-value=0.0022.
> 
> Data:
>       id     m1 
>    m2     m3
>  
>    106   22.2   30.6   13.9
>  
>    111   26.4   32.2   14.6
>  
>    119   23.6   28.9   26.7
>  
>    122   27.4   38.0   28.9
>  
>    130   17.5   24.5   41.4
>  
>    131   18.4   21.5   20.2
>  
>    133   28.1   28.1   22.3
>  
>    135   33.5   38.5   29.9
>  
>    140   18.9   25.7   15.1
>  
>    144   21.2   28.3   37.0
>  
>    149   18.8   25.6   15.5
>  
>    152   22.4   31.5   28.5
>  
>    153   21.5   28.6   22.5
>  
>    158   27.9   37.6   37.2
>  
>    167   30.1   42.3   24.0
>  
>    168   28.5   36.9   32.4
>  
>    171   23.5   36.7   27.8
>  
>    176   24.6   24.5   25.8
>  
>    180   29.4   30.3   15.2
>  
>    188   23.2   24.6 
>   9.1
>  
>    191   25.7   31.7   31.2
>  
>    192   20.1   19.7 
>   8.2
>  
>    194   23.4   27.7 
>   6.0
> 
> Thank you,
> Ricardo
> 
> --- On Thu, 2/2/12, Ricardo Ovaldia <ovaldia@yahoo.com>
> wrote:
> 
> > From: Ricardo Ovaldia <ovaldia@yahoo.com>
> > Subject: Re: st: repeated measures ANOVA to MANOVA -
> revisit
> > To: statalist@hsphsun2.harvard.edu
> > Date: Thursday, February 2, 2012, 8:18 AM
> > Using the 23 observations below I get
> > very different (and concerning) p-values when I use
> repeated
> > measurements ANOVA and MANOVA.
> > From MANOVA:
> > . gen myconst=1
> > . manova m1 m2 m3= myconst, nocons
> >  <Output suppressed>
> > . mat c = (1,0,-1\0,1,-1)
> > . manovatest mycons, ytransform(c)
> > <Output suppressed>
> > . mat l r(stat)
> > 
> > r(stat)[4,6]
> >         statistic     
> >     F        df1   
> >     df2     pvalue 
> >     exact
> >  Wilks  .23525472  34.132474     
> >     2     
> >    21  2.519e-07     
> >     1
> > Pillai  .76474528  34.132474     
> >     2     
> >    21  2.519e-07     
> >     1
> > Lawley  3.2507118  34.132474     
> >     2     
> >    21  2.519e-07     
> >     1
> >    Roy  3.2507118  34.132474 
> >         2     
> >    21  2.519e-07     
> >     1
> > 
> > From repeated ANOVA:
> > . drop myconst
> > . reshape long m, i(id) j(method)
> > <Output suppressed>
> > 
> > . anova m id  method, repeat( method)
> > <Top of output suppressed>
> > …
> > Between-subjects error term:  id
> >                
> >      Levels:  23   
> >     (22 df)
> >      Lowest b.s.e. variable:  id
> > 
> > Repeated variable: method
> >                
> >                
> >           Huynh-Feldt epsilon 
> >       =  0.6357
> >                
> >                
> >           Greenhouse-Geisser
> > epsilon =  0.6174
> >                
> >                
> >           Box's conservative
> > epsilon =  0.5000
> > 
> >                
> >                
> >             ------------ Prob
> > > F ------------
> >                
> >   Source |     df   
> >   F    Regular    H-F   
> >   G-G      Box
> >              
> >
> -----------+----------------------------------------------------
> >                
> >   method |      2   
> > 10.12   0.0002   0.0020   0.0022   0.0043
> >                
> > Residual |     44
> >              
> >
> ----------------------------------------------------------------
> > 
> > MANOVA reports a p-value of 2.519e-07, whereas the
> > Huynh-Feldt p-value from ANOVA is 0.0022.
> > Any idea why they are so different? Am I doing
> something
> > wrong? 
> > 
> > Thank you,
> > Ricardo
> > 
> > Data:
> >       id     m1 
> >    m2     m3
> >  
> >    106   22.2   30.6   13.9
> >  
> >    111   26.4   32.2   14.6
> >  
> >    119   23.6   28.9   26.7
> >  
> >    122   27.4   38.0   28.9
> >  
> >    130   17.5   24.5   41.4
> >  
> >    131   18.4   21.5   20.2
> >  
> >    133   28.1   28.1   22.3
> >  
> >    135   33.5   38.5   29.9
> >  
> >    140   18.9   25.7   15.1
> >  
> >    144   21.2   28.3   37.0
> >  
> >    149   18.8   25.6   15.5
> >  
> >    152   22.4   31.5   28.5
> >  
> >    153   21.5   28.6   22.5
> >  
> >    158   27.9   37.6   37.2
> >  
> >    167   30.1   42.3   24.0
> >  
> >    168   28.5   36.9   32.4
> >  
> >    171   23.5   36.7   27.8
> >  
> >    176   24.6   24.5   25.8
> >  
> >    180   29.4   30.3   15.2
> >  
> >    188   23.2   24.6 
> >   9.1
> >  
> >    191   25.7   31.7   31.2
> >  
> >    192   20.1   19.7 
> >   8.2
> >  
> >    194   23.4   27.7 
> >   6.0
> > 
> > 
> > 
> > Ricardo Ovaldia, MS
> > Statistician 
> > Oklahoma City, OK
> > 
> > 
> > --- On Wed, 2/1/12, Ricardo Ovaldia <ovaldia@yahoo.com>
> > wrote:
> > 
> > > From: Ricardo Ovaldia <ovaldia@yahoo.com>
> > > Subject: Re: st: repeated measures ANOVA to
> MANOVA
> > > To: statalist@hsphsun2.harvard.edu
> > > Date: Wednesday, February 1, 2012, 9:18 AM
> > > Never mind. Thank you. I found the
> > > answer on page 359 of the manual.
> > > I am now concerned because the pvalue from MANOVA
> is so
> > much
> > > smaller than the Huynh-Feldt corrected p-value
> > > 
> > > Thank you again,
> > > Ricardo
> > > 
> > > Ricardo Ovaldia, MS
> > > Statistician 
> > > Oklahoma City, OK
> > > 
> > > 
> > > --- On Wed, 2/1/12, Ricardo Ovaldia <ovaldia@yahoo.com>
> > > wrote:
> > > 
> > > > From: Ricardo Ovaldia <ovaldia@yahoo.com>
> > > > Subject: st: repeated measures ANOVA to
> MANOVA
> > > > To: "Statalist" <statalist@hsphsun2.harvard.edu>
> > > > Date: Wednesday, February 1, 2012, 8:50 AM
> > > > I have data on 23 patients that were
> > > > evaluated using three competing medical
> methods.
> > I
> > > used
> > > > repeated measures ANOVA and reported the
> > Huynh-Feldt
> > > > corrected p-value. A reviewer suggested that
> it
> > would
> > > be
> > > > better to do a MANOVA. However, when I try
> > this, 
> > > Stata
> > > > reports the error:
> > > > 
> > > > . manova m1 m2 m3=id
> > > > matrix not positive definite
> > > > insufficient residual degrees of freedom for
> this
> > > > multivariate model
> > > > 
> > > > Any help will be appreciated.
> > > > Ricardo
> > > > 
> > > > Here is the data:
> > > > . cl id m1 m2 m3
> > > > 
> > > >            id 
> > > >    m1     m2 
> > > >    m3
> > > >   1.     
> > > > 106   22.2   30.6   13.9
> > > >   2.     
> > > > 111   26.4   32.2   14.6
> > > >   3.     
> > > > 119   23.6   28.9   26.7
> > > >   4.     
> > > > 122   27.4   38.0   28.9
> > > >   5.     
> > > > 130   17.5   24.5   41.4
> > > >   6.     
> > > > 131   18.4   21.5   20.2
> > > >   7.     
> > > > 133   28.1   28.1   22.3
> > > >   8.     
> > > > 135   33.5   38.5   29.9
> > > >   9.     
> > > > 140   18.9   25.7   15.1
> > > >  10.     
> > > > 144   21.2   28.3   37.0
> > > >  11.     
> > > > 149   18.8   25.6   15.5
> > > >  12.     
> > > > 152   22.4   31.5   28.5
> > > >  13.     
> > > > 153   21.5   28.6   22.5
> > > >  14.     
> > > > 158   27.9   37.6   37.2
> > > >  15.     
> > > > 167   30.1   42.3   24.0
> > > >  16.     
> > > > 168   28.5   36.9   32.4
> > > >  17.     
> > > > 171   23.5   36.7   27.8
> > > >  18.     
> > > > 176   24.6   24.5   25.8
> > > >  19.     
> > > > 180   29.4   30.3   15.2
> > > >  20.     
> > > > 188   23.2   24.6   
> > > > 9.1
> > > >  21.     
> > > > 191   25.7   31.7   31.2
> > > >  22.     
> > > > 192   20.1   19.7   
> > > > 8.2
> > > >  23.     
> > > > 194   23.4   27.7   
> > > > 6.0
> > > > 
> > > > 
> > > > Ricardo Ovaldia, MS
> > > > Statistician 
> > > > Oklahoma City, OK
> > > > *
> > > > *   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/
> > > > 
> > > 
> > > *
> > > *   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/
> > > 
> > 
> > *
> > *   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/
> > 
> 
> *
> *   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/
> 
> *
> *   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/
> 

*
*   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