4/11/2018 ANOVA / ANCOVA | Stata

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ANOVA / ANCOVA Order Stata

Balanced and unbalanced designs

Missing cells
Factorial, nested, and mixed designs
Repeated measures
Box, Greenhouse–Geisser, and Huynh–Feldt corrections

A and Azen (1979) tted a model of the change in systolic blood pressure for 58 patients, each suffering from one of three diseases, who were
randomly assigned one of four different drug treatments:

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. webuse systolic
(Systolic Blood Pressure Data)

. anova systolic drug disease drug#disease

Number of obs = 58 R-squared = 0.4560
Root MSE = 10.5096 Adj R-squared = 0.3259

Source Partial SS df MS F Prob > F

Model 4259.3385 11 387.21259 3.51 0.0013

drug 2997.4719 3 999.15729 9.05 0.0001

disease 415.87305 2 207.93652 1.88 0.1637
drug#disease 707.26626 6 117.87771 1.07 0.3958

Residual 5080.8167 46 110.45254

Total 9340.1552 57 163.86237

An important feature of Stata is that it does not have modes or modules. You do not enter the ANOVA module to t an ANOVA model. The
advantage in this is that all Stata’s features can be interspersed to help you better understand these data. For instance, the data here are almost
balanced, as revealed by Stata's table:

. table drug disease, col row

Patient's Disease
Drug Used 1 2 3 Total

1 6 4 5 15
2 5 4 6 15
3 3 5 4 12
4 5 6 5 16

Total 19 19 20 58

table can also be used to help you better understand the relationship of the increase in blood pressure by drug and disease:

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. table drug disease, col row c(mean systolic) f(%8.2f)

Patient's Disease
Drug Used 1 2 3 Total

1 29.33 28.25 20.40 26.07

2 28.00 33.50 18.17 25.53
3 16.33 4.40 8.50 8.75
4 13.60 12.83 14.20 13.50

Total 22.79 18.21 15.80 18.88

Stata's test allows you to perform tests directly on the coe cients of the underlying regression model. For instance, we can test if the coe cient on
the third drug is equal to the coe cient on the fourth.

. test 3.drug = 4.drug

( 1) 3.drug - 4.drug = 0

F( 1, 46) = 0.13
Prob > F = 0.7234

We nd that the two coe cients are not signi cantly different, at least at any signi cance level smaller than 73%.

For more complex tests, contrast often provides a more concise way to specify the test we are interested in and prevents us from having to write
tests in terms of the regression coe cients. With contrast, we instead specify our tests in terms of differences in the marginal means for the levels
of a particular factor. For example, if we want to compare the third and fourth drugs, we can test the difference in the mean impact on systolic
blood pressure separately for each disease using the @ operator. We also use the reverse adjacent operator, ar., to compare the fourth level of the
drug with the previous level.

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. contrast ar4.drug@disease
Contrasts of marginal linear predictions

Margins : asbalanced

df F P>F

drug@disease
(4 vs 3) 1 1 0.13 0.7234
(4 vs 3) 2 1 1.76 0.1917
(4 vs 3) 3 1 0.65 0.4230
Joint 3 0.85 0.4761

Denominator 46

Contrast Std. Err. [95% Conf. Interval]

drug@disease
(4 vs 3) 1 -2.733333 7.675156 -18.18262 12.71595
(4 vs 3) 2 8.433333 6.363903 -4.376539 21.24321
(4 vs 3) 3 5.7 7.050081 -8.491077 19.89108

test and contrast can still access the estimates, even though two tabulations have intervened. Similarly, anova is integrated with Stata’s regress for
estimating linear regressions. We can review the underlying regression estimates by typing regress without arguments:

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. regress
Source SS df MS Number of obs = 58
F( 11, 46) = 3.51
Model 4259.33851 11 387.212591 Prob > F = 0.0013
Residual 5080.81667 46 110.452536 R-squared = 0.4560
Adj R-squared = 0.3259
Total 9340.15517 57 163.862371 Root MSE = 10.51

systolic Coef. Std. Err. t P>t| [95% Conf. Interval]

drug
2 -1.333333 6.363903 -0.21 0.835 -14.14321 11.47654
3 -13 7.431438 -1.75 0.087 -27.95871 1.958708
4 -15.73333 6.363903 -2.47 0.017 -28.54321 -2.923461

disease
2 -1.083333 6.783944 -0.16 0.874 -14.7387 12.57204
3 -8.933333 6.363903 -1.40 0.167 -21.74321 3.876539

drug#disease
2 2 6.583333 9.783943 0.67 0.504 -13.11072 26.27739
2 3 -.9 8.999918 -0.10 0.921 -19.0159 17.2159
3 2 -10.85 10.24353 -1.06 0.295 -31.46916 9.769157
3 3 1.1 10.24353 0.11 0.915 -19.51916 21.71916
4 2 .3166667 9.301675 0.03 0.973 -18.40663 19.03997
4 3 9.533333 9.202189 1.04 0.306 -8.989712 28.05638

_cons 29.33333 4.290543 6.84 0.000 20.69692 37.96975

In our original estimation, the direct effect of disease was found to be insigni cant, as was the drug#disease interaction. We might now compare
our two-way factorial model with a simpler, one-way layout:

. test disease drug#disease

Source Partial SS df MS F Prob > F

disease drug#disease 1126.1 8 140.7625 1.27 0.2801

Residual 5080.8167 46 110.45254

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With the test example above, we found that a one-way model ts these data well. We could use either Stata's anova or Stata’s oneway to t a one-
way model.

. oneway systolic drug, bonferroni

Analysis of Variance
Source SS df MS F Prob > F
Between groups 3133.23851 3 1044.41284 9.09 0.0001
Within groups 6206.91667 54 114.942901
Total 9340.15517 57 163.862371

Bartlett's test for equal variances: chi2(3) = 1.0063 Prob>chi2 = 0.800

Comparison of Increment in Systolic B.P. by Drug Used
(Bonferroni)
Row Mean-
Col Mean 1 2 3

2 -.533333
1.000

3 -17.3167 -16.7833
0.001 0.001

4 -12.5667 -12.0333 4.75

0.012 0.017 1.000

Table 7.7 of Winer, Brown, and Michels (1991) provides a repeated-measures ANOVA example involving both nested and crossed terms. There are
four dial shapes and two methods for calibrating dials. Subjects are nested within the calibration method, and an accuracy score is obtained.

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Here is Stata's anova for this problem.

. webuse t77
(T7.7 -- Winer, Brown, Michels)

. anova score calib / subject|calib shape calib#shape , repeated(shape)

Number of obs = 24 R-squared = 0.8925
Root MSE = 1.11181 Adj R-squared = 0.7939

Source Partial SS df MS F Prob > F

Model 123.125 11 11.1931818 9.06 0.0003

calib 51.0416667 1 51.0416667 11.89 0.0261

subject|calib 17.1666667 4 4.29166667

shape 47.4583333 3 15.8194444 12.80 0.0005

calib#shape 7.45833333 3 2.48611111 2.01 0.1662

Residual 14.8333333 12 1.23611111

Total 137.958333 23 5.99818841

Between-subjects error term: subject|calib

Levels: 6 (4 df)
Lowest b.s.e. variable: subject
Covariance pooled over: calib (for repeated variable)

Repeated variable: shape

Huynh-Feldt epsilon = 0.8483
Greenhouse-Geisser epsilon = 0.4751
Box's conservative epsilon = 0.3333

------------ Prob > F ------------

Source df F Regular H-F G-G Box

shape 3 12.80 0.0005 0.0011 0.0099 0.0232

calib#shape 3 2.01 0.1662 0.1791 0.2152 0.2291
Residual 12

References

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A , A. A., and S. P. Azen. 1979.

Statistical Analysis: A computer-oriented approach. 2nd ed. New York: Academic Press.

Winer, B. J., R. Brown, and K. M. Michels. 1991.

Statistical Principles in Experimental Design. 3rd ed. New York: McGraw–Hill.

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