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Re: st: Recreating SAS "sums of squares" in Stata using anova and regress

From   David Fisher <>
Subject   Re: st: Recreating SAS "sums of squares" in Stata using anova and regress
Date   Wed, 19 Feb 2014 19:07:52 +0000

Hi Joseph,
Thanks again -- that's interesting stuff, and I see what you're
getting at.  I'll have another play when I get a moment.
So do you agree that my basic comparison is valid?  Just knowing that
would be enormously helpful.
Thanks, and best wishes,

On Wed, Feb 19, 2014 at 4:07 PM, Joseph Coveney <> wrote:
> ". . .  -contrast- is computing a Wald t-statistic and squaring it to compute
> its r(F) matrix element.  That might be the basis for the slightly different
> test statistics vis-à-vis ANOVA's sums of squares-based F-statistic."
> I wasn't trying to imply that squaring a t-statistic is what's leading to the
> slight discrepancy, but rather that the discrepancy might be due to algorithmic
> differences between the ANOVA (sums of squares) approach and the Wald approach,
> algorithmic differences that expose sensitivity to numerical precision.  I'm not
> familiar with what the commands are doing behind the scenes, but, say, where
> -anova- would compute the sums of squares that directly take cell count into
> account from the beginning, -contrast- after -regress- (or -anova-) would first
> compute the regression coefficients on an as-balanced basis and then weight the
> linear contrast elements by the cell-count weighting factors (proportions)
> after-the-fact.  With any matrix inversion and whatnot, the latter could be more
> sensitive to numerical precision limitations, or sensitive in different ways
> from those of the simpler, conventional sums-of-squares ANOVA approach.
> Joseph Coveney
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