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Re: Re: st: Stata crashes using test after |

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Mon, 19 May 2003 11:31:30 -0500 |

Ricardo Ovaldia <[email protected]> asks: > I realized yesterday that > . test foreign=0 > was not valid syntax after -manova-. Although I though > I should get an "invalid syntax" not a crash. With the next executable update you will get a r(198) "invalid syntax" with this -test- statement after -manova- just as you would after -anova-. > I specified: > . test foreign=0 > because I used it and it work with -mvreg- in Stata 7. > Should it work the same way? -anova- and -manova-, unlike almost all other estimation commands in Stata, deal directly with categorical variables. With something like -regress- or -mvreg- you end up having to use -xi- (or something similar) to create dummy variables from your categorical variables and then using these dummy variables in your estimation. -anova- and -manova- take care of these issues automatically. Let me illustrate the difference with . mvreg length turn = rep78 versus . xi : mvreg length turn = i.rep78 versus . manova length turn = rep78 In the first case -mvreg- treats rep78 as a continuous variable. The X'X matrix is 2x2 with one column for the constant and one for the rep78 variable (treated in essence as continuous). In the second case -xi- creates 4 dummy variables named _Irep78_2, _Irep78_3, _Irep78_4, and _Irep78_5 (not creating _Irep78_1 to avoid the linear dependancy with the constant in the model). -mvreg- is then allowed to operate on these four indicator (dummy) variables. In this case the X`X matrix is 5x5, with one column for the constant and four columns for the four _Irep78_# variables. In the third case -manova- treats rep78 as a categorical variable. Internally, it sets up columns in the design matrix corresponding to the five levels of rep78. These five levels are referenced by _b[rep78[1]], _b[rep78[2]], ..., _b[rep78[5]]. The X'X matrix is 6x6, with one column for the constant and five columns corresponding to the five levels of rep78. The rank of the matrix is only 5 (not 6) and so one of the coefficients is dropped during estimation. The -anova- (and also -manova-) command implements what is called the "overparameterized ANOVA model". All levels are included and during the sweep operation appropriate columns/rows are zeroed out to account for the linear dependencies. Saying something like test rep78 = 0 is ambiguous with -anova- or -manova-. Stata is left wondering what level of rep78 you wish to use. Now with this as background, think about what happens with a zero/one variable such as -foreign-. In -anova- and -manova- it accounts for 2 columns/rows in the X'X matrix. The way these two columns/rows are refered to is with _b[foreign[1]] and _b[foreign[2]], meaning the first and second levels of variable foreign. Again, saying something like test foreign = 0 leaves -anova- or -manova- wondering which of the two levels of foreign you meant. Saying test _b[foreign[1]] = 0 is clear, and indicates that you want the first level of foreign. Does this clarify the differences? If not, let me know and I will try to go into even more detail. Ken Higbee [email protected] StataCorp 1-800-STATAPC * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: Re: st: Stata crashes using test after***From:*Ricardo Ovaldia <[email protected]>

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