st: GLM and ANOVA complaints

[David Airey <david.airey@vanderbilt.edu>]

R.B. Darlington (1990) points out that one of the distinguishing 
features of GLM procedures is that they allow the user to specify 
things in terms of ANOVA effect parameters. That is, you don't have to 
create indicator variables as this is done for you. Why was the design 
choice made in Stata to force the user to create and supply indicator 
variables? I know there is xi, but this seems more like a hack, in that 
it stops at two-way interactions. Or I don't know how to properly use 
it to my advantage.

Regarding complex mixed model ANOVAs, I'm hesitating to say that SAS 
Proc Mixed seems to takes care of complex designs much, much more 
quickly, and can deal with more data with the same RAM limits. I'll 
post some comparisons on this once I make sure I'm running off the same 
machine.

-Dave

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