. use https://stats.idre.ucla.edu/stat/data/hsbdemo, clear
(highschool and beyond (200 cases))
. anova write prog##female
Number of obs = 200 R-squared = 0.2590
Root MSE = 8.26386 Adj R-squared = 0.2399
Source | Partial SS df MS F Prob > F
------------+----------------------------------------------------
Model | 4630.36091 5 926.072182 13.56 0.0000
|
prog | 3274.35082 2 1637.17541 23.97 0.0000
female | 1261.85329 1 1261.85329 18.48 0.0000
prog#female | 325.958189 2 162.979094 2.39 0.0946
|
Residual | 13248.5141 194 68.2913097
------------+----------------------------------------------------
Total | 17878.875 199 89.843593
. tukeykramer prog
Tukey-Kramer pairwise comparisons for variable prog
studentized range critical value(.05, 3, 194) = 3.3402131
abs
grp (n) vs grp (n) group means dif TK-test
------------------------------------------------------------------
1 (45) vs 2 (105) 51.1964 56.1016 4.9052 4.7113*
1 (45) vs 3 (50) 51.1964 46.3945 4.8019 3.9992*
2 (105) vs 3 (50) 56.1016 46.3945 9.7071 9.6680*
. anova write prog##female c.read
Number of obs = 200 R-squared = 0.4889
Root MSE = 6.88105 Adj R-squared = 0.4730
Source | Partial SS df MS F Prob > F
------------+----------------------------------------------------
Model | 8740.54801 6 1456.758 30.77 0.0000
|
prog | 632.133455 2 316.066727 6.68 0.0016
female | 1680.08743 1 1680.08743 35.48 0.0000
prog#female | 301.770797 2 150.885399 3.19 0.0435
read | 4110.18709 1 4110.18709 86.81 0.0000
|
Residual | 9138.32699 193 47.3488445
------------+----------------------------------------------------
Total | 17878.875 199 89.843593
. tukeykramer prog
Tukey-Kramer pairwise comparisons for variable prog
studentized range critical value(.05, 3, 193) = 3.3403471
abs
grp (n) vs grp (n) group means dif TK-test
------------------------------------------------------------------
1 (45) vs 2 (105) 52.3220 54.1506 1.8286 2.1093
1 (45) vs 3 (50) 52.3220 49.3984 2.9236 2.9242
2 (105) vs 3 (50) 54.1506 49.3984 4.7522 5.6842*
. regress write prog##female read
Source | SS df MS Number of obs = 200
-------------+------------------------------ F( 6, 193) = 30.77
Model | 8740.54801 6 1456.758 Prob > F = 0.0000
Residual | 9138.32699 193 47.3488445 R-squared = 0.4889
-------------+------------------------------ Adj R-squared = 0.4730
Total | 17878.875 199 89.843593 Root MSE = 6.881
------------------------------------------------------------------------------
write | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
prog |
2 | 3.829251 1.814745 2.11 0.036 .2499723 7.40853
3 | -3.704427 2.112741 -1.75 0.081 -7.871453 .4625998
|
1.female | 7.073163 2.080605 3.40 0.001 2.969519 11.17681
|
prog#female |
2 1 | -4.001236 2.479073 -1.61 0.108 -8.890789 .8883175
3 1 | 1.561714 2.859796 0.55 0.586 -4.078752 7.202181
|
read | .4948275 .0531102 9.32 0.000 .3900767 .5995784
_cons | 22.94056 3.188071 7.20 0.000 16.65263 29.22849
------------------------------------------------------------------------------
. tukeykramer prog
Tukey-Kramer pairwise comparisons for variable prog
studentized range critical value(.05, 3, 193) = 3.3403471
abs
grp (n) vs grp (n) group means dif TK-test
------------------------------------------------------------------
1 (45) vs 2 (105) 52.3220 54.1506 1.8286 2.1093
1 (45) vs 3 (50) 52.3220 49.3984 2.9236 2.9242
2 (105) vs 3 (50) 54.1506 49.3984 4.7522 5.6842*
. regress write prog##female read
Source | SS df MS Number of obs = 200
-------------+------------------------------ F( 6, 193) = 30.77
Model | 8740.54801 6 1456.758 Prob > F = 0.0000
Residual | 9138.32699 193 47.3488445 R-squared = 0.4889
-------------+------------------------------ Adj R-squared = 0.4730
Total | 17878.875 199 89.843593 Root MSE = 6.881
------------------------------------------------------------------------------
write | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
prog |
2 | 3.829251 1.814745 2.11 0.036 .2499723 7.40853
3 | -3.704427 2.112741 -1.75 0.081 -7.871453 .4625998
|
1.female | 7.073163 2.080605 3.40 0.001 2.969519 11.17681
|
prog#female |
2 1 | -4.001236 2.479073 -1.61 0.108 -8.890789 .8883175
3 1 | 1.561714 2.859796 0.55 0.586 -4.078752 7.202181
|
read | .4948275 .0531102 9.32 0.000 .3900767 .5995784
_cons | 22.94056 3.188071 7.20 0.000 16.65263 29.22849
------------------------------------------------------------------------------
. tukeykramer prog, df(2) mse(162.9)
Tukey-Kramer pairwise comparisons for variable prog
studentized range critical value(.05, 3, 2) = 8.3267903
abs
grp (n) vs grp (n) group means dif TK-test
------------------------------------------------------------------
1 (45) vs 2 (105) 52.3220 54.1506 1.8286 1.1372
1 (45) vs 3 (50) 52.3220 49.3984 2.9236 1.5765
2 (105) vs 3 (50) 54.1506 49.3984 4.7522 3.0645