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From | David Fisher <djfisher81@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
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, David. On Wed, Feb 19, 2014 at 4:07 PM, Joseph Coveney <stajc2@gmail.com> 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 > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/