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From | Nick Winter <njgwinter@gmail.com> |
To | Stata List <statalist@hsphsun2.harvard.edu> |
Subject | st: regression with vce(robust) and ANOVA table |
Date | Sat, 21 Jul 2012 13:15:39 -0400 |
Hi all,The Stata manual explains that the ANOVA table is omitted from regression results when vce(robust) is specified, in part:
"regress purposefully suppresses displaying the ANOVA table when vce(robust) is specified, as it is no longer appropriate in a statistical sense, even though, mechanically, the numbers would be
unchanged."I'm looking for an explanation of why this is so. I feel like this has been discussed before on Statalist, but I can't find it.
Can anyone explain a bit more, or point me to something that does so? Thanks!! Nick Winter * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/