st: My ANOVA and regression results don't agree

["Pepper, Jessica" <jkadis@live.unc.edu>]

When I run an ANOVA, I see 2 significant main effects. But I when I do a follow-up regression to see the contrasts for the 3-level variable, both effects become non-significant. I'm using Stata 12.1 for Windows.

Here are the details. I ran an experiment in which I randomly exposed participants to one of 3 ads and then measured their interest. I'm curious whether there's an interaction between participant sex and response to this ad. My DV "interest" is continuous. My IVs are: "sex" (2 levels, coded 0 and 1) and "adcontent" (the manipulation; coded as 0 (control), 1, and 2). Here is my code:

anova interest adcontent##sex
regress interest i.adcontent##i.sex

The ANOVA tells me there's a main effect of adcontent and sex. But when I do a follow up regression, both become non-significant. Here are some things I've tried that give me the same problematic results:
1.	Writing out the interaction rather than using the double ## (i.e., writing it as 'adcontent sex adcontent#sex')
2.	Just using "regress" (nothing specified) as a follow-up immediately after the anova command
3.	Different coding: sex as 1 and 2 instead of 0 and 1; treatment as 1, 2, and 3 instead of 0, 1, and 2
4.	Dummy coding the treatment variable 

What's happening? Any help is GREATLY appreciated!
Thanks so much, 
JKP

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Jessica Kadis Pepper, MPH
Doctoral Candidate
Royster Fellow
UNC Gillings School of Global Public Health
Department of Health Behavior 


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