Stata 15 help for loneway

[R] loneway -- Large one-way ANOVA, random effects, and reliability

Syntax

loneway response_var group_var [if] [in] [weight] [, options]

options Description ------------------------------------------------------------------------- Main mean expected value of F distribution; default is 1 median median of F distribution; default is 1 exact exact confidence intervals (groups must be equal with no weights) level(#) set confidence level; default is level(95) ------------------------------------------------------------------------- by is allowed; see [D] by. aweights are allowed; see weight.

Menu

Statistics > Linear models and related > ANOVA/MANOVA > Large one-way ANOVA

Description

loneway fits one-way analysis-of-variance (ANOVA) models. loneway relaxes the restriction imposed by oneway that factors must have fewer than 376 levels. The command additionally reports the intraclass correlation, its standard error, and confidence interval; the estimated reliability of the group-averaged mean; the standard deviation of the group effect; and the standard deviation of the within-group effect.

Options

+------+ ----+ Main +-------------------------------------------------------------

mean specifies that the expected value of the F distribution with k-1 and N-k degrees of freedom be used as the reference point in the estimation of rho instead of the default value of 1.

median specifies that the median of the F distribution with k-1 and N-k degrees of freedom be used as the reference point in the estimation of rho instead of the default value of 1.

exact requests that exact confidence intervals be computed, as opposed to the default asymptotic confidence intervals. This option is allowed only if the groups are equal in size and weights are not used.

level(#) specifies the confidence level, as a percentage, for confidence intervals of the coefficients. The default is level(95) or as set by set level.

Remarks

loneway and oneway both fit ANOVA models, but loneway presents different ancillary statistics from oneway:

Feature oneway loneway ------------------------------------------------------------ Fit one-way model x x on 375 or fewer levels x x on more than 375 levels x Bartlett's test for equal variance x Multiple-comparison tests x Intraclass correlation and SE x Intraclass correlation confidence interval x Est. reliability of group-averaged mean x Est. SD of group effect x Est. SD within group x

Examples

Setup . webuse auto7

Fit one-way random-effects ANOVA . loneway mpg manufacturer_grp

Fit ANOVA to subset of the data . loneway mpg manufacturer_grp if nummake==4

Stored results

loneway stores the following in r():

Scalars r(N) number of observations r(rho) intraclass correlation r(lb) lower bound of 95% CI for rho r(ub) upper bound of 95% CI for rho r(rho_t) estimated reliability r(se) asymp. SE of intraclass correlation r(sd_w) estimated SD within group r(sd_b) estimated SD of group effect


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