|From||David Airey <firstname.lastname@example.org>|
|Subject||Re: st: GLM and ANOVA complaints|
|Date||Sat, 27 Sep 2003 13:32:00 -0500|
David Airey referred to a book by R. B. Darlington in which SAS's PROC GLM wasJoseph kindly suggested a user created program _desmat_ as a solution to my first complaint, which was that glm seems to require the user to specify the underlying indicator variables in multicategorical variables. No, it's not that hard to do this on one's own, but that is tedious and prone to error. ANOVA/MANOVA in Stata creates the underlying variables as needed. Why does GLM not in Stata? It should.
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.