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st: GLM and ANOVA complaints


From   David Airey <david.airey@vanderbilt.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: GLM and ANOVA complaints
Date   Fri, 26 Sep 2003 21:13:04 -0500

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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