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Re: st: GLM and ANOVA complaints

From   Joseph Coveney <>
To   Statalist <>
Subject   Re: st: GLM and ANOVA complaints
Date   Sat, 27 Sep 2003 14:27:11 +0900

David Airey referred to a book by R. B. Darlington in which SAS's PROC GLM was 
described as being able to provide different specifications of indicator 
variables.  I am not familiar with R. B. Darlington's reference or with the 
phrase "ANOVA effect parameters," but after posting a response earlier, it 
dawned on me that David might be referring to specifying the contrasts in terms 
of sum-to-zero dummy variables in lieu of 0/1 dummy variables.  If so, then 
this is what -desmat- and other sources refer to as deviance contrasts.  
There's a description of this in S. Rabe-Hesketh & B. Everitt, _A Handbook of 
Statistical Analyses Using Stata, 2nd. Edition. (Boca Raton: Chapman & 
Hall/CRC, 2000), pp. 72-75, among other places.

If I've correctly understood this time what David is looking for, then -desmat- 
will address both the need to create such indicator variables and the ability 
to specify more than two-way interaction terms.  For the former, see the 
illustration below.  For the latter, see the recent post regarding -desmat- and 
Stata 8.

Joseph Coveney


set more off
infile cond status resp using ///
anova resp cond status cond*status, regress
desmat: regress resp cond*status, defcon(dev(99)) desrep(all) verbose


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