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st: RE: [diagnostics for twoway ANOVA]

From   "Nick Cox" <>
To   <>
Subject   st: RE: [diagnostics for twoway ANOVA]
Date   Fri, 2 Apr 2004 00:19:52 +0100

I'd call these assumptions about the error terms, 
which you can examine by looking at the residuals. 

1. Dependence may be a matter of dependence within 
groups for some reason, or with respect to time or 
space. You'd need to say more about your set-up to 
be told the best way to check for this. 

2. Others might point you to tests but I'd follow 
the advice of the late Rupert G. Miller quoted on 
[R] diagnostic plots p.266 and do a -qnorm- on the 

3. Similar comment. Eyeball a parallel dot or box 

On (2) you could do something like this: 

anova mpg for rep78 
predict residuals, res 
qnorm residuals 

On (3) I'd recommend -rdplot- from SSC: 

ssc inst rdplot 
egen group = group(for rep78), la
rdplot , by(group) xla(, ang(v)) 

Note that many of the plots listed at -regdiag- 
may be used after ANOVA. In addition, various 
routines on SSC may be of interest, such as 


Note, however, that with 80 observations
presumably the number in each cell is not 
large -- so the auto data may be a reasonable 
analogue for you, and it may be too much to 
expect much structure to be discernible.  


> I have to apply the two-way ANOVA to a set of 80 observations.
> My question is:what are the commands to test the three 
> Hypothesis under
> the Anova model?
> 1. indipendent residuals
> 2. normal distribuition of the residuals
> 3. egual std deviation of the groups

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