Linear Statistical Models: Regression
CRF-322 Example
Updataed for Stata 11
use http://www.philender.com/courses/data/crf322, clear
tab1 method book computer
-> tabulation of method
method | Freq. Percent Cum.
------------+-----------------------------------
1 | 24 33.33 33.33
2 | 24 33.33 66.67
3 | 24 33.33 100.00
------------+-----------------------------------
Total | 72 100.00
-> tabulation of book
book | Freq. Percent Cum.
------------+-----------------------------------
1 | 36 50.00 50.00
2 | 36 50.00 100.00
------------+-----------------------------------
Total | 72 100.00
-> tabulation of computer
computer | Freq. Percent Cum.
------------+-----------------------------------
0 | 36 50.00 50.00
1 | 36 50.00 100.00
------------+-----------------------------------
Total | 72 100.00
summarize test, detail
test
-------------------------------------------------------------
Percentiles Smallest
1% 152 152
5% 158 156
10% 161 157 Obs 72
25% 170.5 158 Sum of Wgt. 72
50% 182.5 Mean 184.5
Largest Std. Dev. 17.83887
75% 198.5 217
90% 206 219 Variance 318.2254
95% 217 224 Skewness .2806147
99% 228 228 Kurtosis 2.387098
stem test
Stem-and-leaf plot for test
15* | 2
15. | 6789
16* | 0012444
16. | 569
17* | 000133334
17. | 556699
18* | 00001234
18. | 6779
19* | 00004444
19. | 56789999
20* | 12344
20. | 5669
21* |
21. | 579
22* | 4
22. | 8
kdensity test, normal
table book computer, by(method) con(freq)
----------------------
method | computer
and book | 0 1
----------+-----------
1 |
1 | 6 6
2 | 6 6
----------+-----------
2 |
1 | 6 6
2 | 6 6
----------+-----------
3 |
1 | 6 6
2 | 6 6
----------------------
table book computer, by(method) con(mean test)
----------------------
method | computer
and book | 0 1
----------+-----------
1 |
1 | 169 168
2 | 173 188
----------+-----------
2 |
1 | 172 204
2 | 187 200
----------+-----------
3 |
1 | 173 189
2 | 182 209
----------------------
table book computer, by(method) con(sd test)
------------------------------
method | computer
and book | 0 1
----------+-------------------
1 |
1 | 14.81891 8.602325
2 | 9.797959 10.86278
----------+-------------------
2 |
1 | 10.93618 12.68069
2 | 14.01428 10.07968
----------+-------------------
3 |
1 | 11.6619 12.61745
2 | 17.1114 14.3527
------------------------------
egen grp=group(method book computer)
graph box test, over(method) over(book) over(computer)
histogram test, by(method book computer)
/* note abbreviations in anova command */
anova test method book computer meth#book meth#com book#com meth#book#com
Number of obs = 72 R-squared = 0.5840
Root MSE = 12.5167 Adj R-squared = 0.5077
Source | Partial SS df MS F Prob > F
---------------------+----------------------------------------------------
Model | 13194 11 1199.45455 7.66 0.0000
|
method | 3675 2 1837.5 11.73 0.0001
book | 2048 1 2048 13.07 0.0006
computer | 5202 1 5202 33.20 0.0000
method#book | 259 2 129.5 0.83 0.4425
method#computer | 903 2 451.5 2.88 0.0638
book#computer | 32 1 32 0.20 0.6529
method#book#computer | 1075 2 537.5 3.43 0.0388
|
Residual | 9400 60 156.666667
---------------------+----------------------------------------------------
Total | 22594 71 318.225352
predict cmean
effectsize meth#book#com
anova effect size for meth#book#com with dep var = test
total variance accounted for
omega2 = .03347887
eta2 = .047579
Cohen's f = .1861143
partial variance accounted for
partial omega2 = .0632526
partial eta2 = .1026253
effectsize method
anova effect size for method with dep var = test
total variance accounted for
omega2 = .14776124
eta2 = .1626538
Cohen's f = .41638936
partial variance accounted for
partial omega2 = .2295959
partial eta2 = .28107075
effectsize book
anova effect size for book with dep var = test
total variance accounted for
omega2 = .0831331
eta2 = .09064353
Cohen's f = .301116
partial variance accounted for
partial omega2 = .14359468
partial eta2 = .17889588
effectsize computer
anova effect size for computer with dep var = test
total variance accounted for
omega2 = .2217664
eta2 = .23023812
Cohen's f = .53381759
partial variance accounted for
partial omega2 = .30904933
partial eta2 = .35625257
twoway (line cmean computer if book==1 & method==1)(line cmean computer if book==2 & method==1)
twoway (line cmean computer if book==1 & method==2)(line cmean computer if book==2 & method==2)
twoway (line cmean computer if book==1 & method==3)(line cmean computer if book==2 & method==3)
/* using anovaplot -- findit it anovaplot */
anovaplot book method computer, scatter(msym(i)) scheme(lean1)
/* simple two-way effect using anovalator -- findit anovalator */
anovalator book computer, 2way fratio at(method=1)
anovalator two-way interaction for book#computer at(method=1)
chi2(1) = 2.4510638 p-value = .11744525
scaled as F-ratio = 2.4510638
anovalator book computer, 2way fratio at(method=2)
anovalator two-way interaction for book#computer at(method=2)
chi2(1) = 3.456383 p-value = .063008
scaled as F-ratio = 3.456383
anovalator book computer, 2way fratio at(method=3)
anovalator two-way interaction for book#computer at(method=3)
chi2(1) = 1.1585106 p-value = .28177464
scaled as F-ratio = 1.1585106
twoway (line cmean book if computer==0 & method==1)(line cmean book if computer==0 & method==2)(line cmean book if computer==0 & method==3)
twoway (line cmean book if computer==1 & method==1)(line cmean book if computer==1 & method==2)(line cmean book if computer==1 & method==3)
anovalator method book, 2way fratio at(computer=0)
anovalator two-way interaction for method#book at(computer=0)
chi2(2) = 1.1617021 p-value = .55942206
scaled as F-ratio = .58085106
anovalator method book, 2way fratio at(computer=1)
anovalator two-way interaction for method#book at(computer=1)
chi2(2) = 7.3531915 p-value = .02530899
scaled as F-ratio = 3.6765957
Linear Statistical Models Course
Phil Ender, 24sep10, 10apr06, 27apr01