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From   [email protected]
To   [email protected]
Date   Fri, 5 Mar 2004 08:25:25 -0600


Thanks a lot. I don't have the manual. If you don't mind, I would appreciate 
further details.

Many thanks,


Date: Thu, 04 Mar 2004 10:09:34 -0500 
From: Richard Williams <[email protected]> 
Subject: Re: st: Why no sum of squared residuals in reg output after robust or 

At 08:41 PM 3/3/2004 -0600, [email protected] wrote: 
>This is probably easy, but I have been wondering... 
>When you add the comand robust or cluster after the regression you don't 
>get in 
>the regression output the information about the explained sum of squares, the 
>residual sum of squares and the total sum of squares, information that you 
>usually get if you perform regress without the robust or the cluster command. 
>Why is it so? 

If you have the Stata 8 reference Manual N-R, this is discussed on p. 
337.  It says that regress with robust purposely suppresses displaying the 
Anova Table, as it is no longer appropriate in a statistical 
sense.  Further, the F stat is no longer based on the sums of squares 
(although the R^2 stat is.) 

If you don't have the manual, write back and I'll try to provide further 
detail.  I had this same question in class, so I eventually want to 
adapt/plagiarize what is in the manual anyway! 

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Richard Williams, Notre Dame Dept of Sociology 
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