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st: Interaction term (with empty cells) in ANOVA


From   Martin Korndoerfer <martin.korndoerfer@uni-leipzig.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: Interaction term (with empty cells) in ANOVA
Date   Sat, 20 Apr 2013 13:26:09 +0200

Hi all,

I am facing the following problem:
I want to conduct a simple ANOVA with two fixed factors and their interaction.

hhld = maximum number of children in household (3 levels: 2-4)
position = rank in household (4 levels: 1-4)
position#hhld


Entering

anova score_ext position hhld position#hhld

I get the usual output for an ANOVA. However, for the interaction term, three cells are empty (by design). But the output does not change neither if I ?set emptycells drop? nor if I ?set emptycells keep?. Do you know why?

In case of empty cells, I thought a maximum likelihood estimation is the right thing to do. Is Stata perhaps doing this automatically? (Thus, can I use the output?)


Another simple possibility I thought of was the following command:

regress score_ext position hhld position#hhld

Now, Stata recognizes that there are empty (and omitted) cells but there is no longer a coefficient for the whole interaction term. Instead, Stata gives a coefficient for each possible combination of position and hhld (which is not empty or omitted). Is this the right command and is it just not possible to determine a coefficient for the whole interaction term?

Or do I need to create a maximum likelihood estimation by myself? ? In this case, what is the right command to apply?


I appreciate any help.

Thanks
 Martin



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