Stata 15 help for anova

[R] anova -- Analysis of variance and covariance

Syntax

anova varname [termlist] [if] [in] [weight] [, options]

where termlist is a factor-variable list with the following additional features:

o Variables are assumed to be categorical; use the c. factor-variable operator to override this. o The | symbol (indicating nesting) may be used in place of the # symbol (indicating interaction). o The / symbol is allowed after a term and indicates that the following term is the error term for the preceding terms.

options Description ------------------------------------------------------------------------- Model repeated(varlist) variables in terms that are repeated-measures variables partial use partial (or marginal) sums of squares sequential use sequential sums of squares noconstant suppress constant term dropemptycells drop empty cells from the design matrix

Adv. model bse(term) between-subjects error term in repeated-measures ANOVA bseunit(varname) variable representing lowest unit in the between-subjects error term grouping(varname) grouping variable for computing pooled covariance matrix ------------------------------------------------------------------------- bootstrap, by, fp, jackknife, and statsby are allowed; see prefix. Weights are not allowed with the bootstrap prefix. aweights are not allowed with the jackknife prefix. aweights and fweights are allowed; see weight. See [R] anova postestimation for features available after estimation.

Menu

Statistics > Linear models and related > ANOVA/MANOVA > Analysis of variance and covariance

Description

The anova command fits analysis-of-variance (ANOVA) and analysis-of-covariance (ANCOVA) models for balanced and unbalanced designs, including designs with missing cells; for repeated-measures ANOVA; and for factorial, nested, or mixed designs.

Options

+-------+ ----+ Model +------------------------------------------------------------

repeated(varlist) indicates the names of the categorical variables in the terms that are to be treated as repeated-measures variables in a repeated-measures ANOVA or ANCOVA.

partial presents the ANOVA table using partial (or marginal) sums of squares. This setting is the default. Also see the sequential option.

sequential presents the ANOVA table using sequential sums of squares.

noconstant suppresses the constant term (intercept) from the ANOVA or regression model.

dropemptycells drops empty cells from the design matrix. If c(emptycells) is set to keep (see set emptycells), this option temporarily resets it to drop before running the ANOVA model. If c(emptycells) is already set to drop, this option does nothing.

+------------+ ----+ Adv. model +-------------------------------------------------------

bse(term) indicates the between-subjects error term in a repeated-measures ANOVA. This option is needed only in the rare case when the anova command cannot automatically determine the between-subjects error term.

bseunit(varname) indicates the variable representing the lowest unit in the between-subjects error term in a repeated-measures ANOVA. This option is rarely needed because the anova command automatically selects the first variable listed in the between-subjects error term as the default for this option.

grouping(varname) indicates a variable that determines which observations are grouped together in computing the covariance matrices that will be pooled and used in a repeated-measures ANOVA. This option is rarely needed because the anova command automatically selects the combination of all variables except the first (or as specified in the bseunit() option) in the between-subjects error term as the default for grouping observations.

Remarks

anova uses least squares to fit the linear models known as ANOVA or ANCOVA (henceforth referred to simply as ANOVA models).

If you want to fit one-way ANOVA models, you may find the oneway or loneway command more convenient. If you are interested in MANOVA or MANCOVA, see manova.

The regress command is used to fit the underlying regression model corresponding to an ANOVA model fit using the anova command. Type regress after anova to see the coefficients, standard errors, etc., of the regression model for the last run of anova.

Structural equation modeling provides a more general framework for fitting ANOVA models; see the Stata Structural Equation Modeling Reference Manual.

Examples

One-way ANOVA . webuse systolic . anova systolic drug

Two-way ANOVA . anova systolic drug disease

Two-way factorial ANOVA . anova systolic drug disease drug#disease

or more simply . anova systolic drug##disease

Three-way factorial ANOVA . webuse manuf . anova yield temp chem temp#chem meth temp#meth chem#meth temp#chem#meth

or more simply . anova yield temp##chem##meth

ANCOVA . webuse census2 . quietly summarize age . generate mage = age - r(mean) . anova drate region c.mage region#c.mage

Nested ANOVA . webuse machine, clear . anova output machine / operator|machine /, dropemptycells

Split-plot ANOVA . webuse reading . anova score prog / class|prog skill prog#skill / class#skill|prog / group|class#skill|prog /, dropemptycells

Repeated-measures ANOVA . webuse t43 . anova score person drug, repeated(drug)

Video examples

Analysis of covariance in Stata

Two-way ANOVA in Stata

Stored results

anova stores the following in e():

Scalars e(N) number of observations e(mss) model sum of squares e(df_m) model degrees of freedom e(rss) residual sum of squares e(df_r) residual degrees of freedom e(r2) R-squared e(r2_a) adjusted R-squared e(F) F statistic e(rmse) root mean squared error e(ll) log likelihood e(ll_0) log likelihood, constant-only model e(ss_#) sum of squares for term # e(df_#) numerator degrees of freedom for term # e(ssdenom_#) denominator sum of squares for term # (when using nonresidual error) e(dfdenom_#) denominator degrees of freedom for term # (when using nonresidual error) e(F_#) F statistic for term # (if computed) e(N_bse) number of levels of the between-subjects error term e(df_bse) degrees of freedom for the between-subjects error term e(box#) Box's conservative epsilon for a particular combination of repeated variables (repeated() only) e(gg#) Greenhouse-Geisser epsilon for a particular combination of repeated variables (repeated() only) e(hf#) Huynh-Feldt epsilon for a particular combination of repeated variables (repeated() only) e(rank) rank of e(V)

Macros e(cmd) anova e(cmdline) command as typed e(depvar) name of dependent variable e(varnames) names of the right-hand-side variables e(term_#) term # e(errorterm_#) error term for term # (when using nonresidual error) e(sstype) type of sum of squares; sequential or partial e(repvars) names of repeated variables (repeated() only) e(repvar#) names of repeated variables for a particular combination (repeated() only) e(model) ols e(wtype) weight type e(wexp) weight expression e(properties) b V e(estat_cmd) program used to implement estat e(predict) program used to implement predict e(asbalanced) factor variables fvset as asbalanced e(asobserved) factor variables fvset as asobserved

Matrices e(b) coefficient vector e(V) variance-covariance matrix of the estimators e(Srep) covariance matrix based on repeated measures (repeated() only)

Functions e(sample) marks estimation sample


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