Linear Contrasts on page 209 using the data file friendly. Stata does not have a built-in contrast command; however, ATS has developed a program that will do ANOVA contrasts. You can download contrast from within Stata by typing search contrast (see How can I use the search command to search for programs and get additional help? for more information about using search).
use https://stats.idre.ucla.edu/stat/stata/examples/ara/friendly, clear
(From Fox, Applied Regression Analysis. Use 'notes' command for source of data)
encode(cond), gen(mycond)
codebook mycond
mycond ------------------------------------------------- Experimental Condition
type: numeric (long)
label: mycond
range: [1,3] units: 1
unique values: 3 coded missing: 0 / 30
tabulation: Freq. Numeric Label
10 1 Before
10 2 Meshed
10 3 SFR
sort mycond
by mycond: summarize correct
-> mycond= Before
Variable | Obs Mean Std. Dev. Min Max
---------+-----------------------------------------------------
correct | 10 36.6 5.337498 24 40
-> mycond= Meshed
Variable | Obs Mean Std. Dev. Min Max
---------+-----------------------------------------------------
correct | 10 36.6 3.025815 30 40
-> mycond= SFR
Variable | Obs Mean Std. Dev. Min Max
---------+-----------------------------------------------------
correct | 10 30.3 7.334091 21 39
anova correct mycond, class(mycond)
Number of obs = 30 R-squared = 0.2433
Root MSE = 5.52067 Adj R-squared = 0.1873
Source | Partial SS df MS F Prob > F
-----------+----------------------------------------------------
Model | 264.60 2 132.30 4.34 0.0232
|
mycond | 264.60 2 132.30 4.34 0.0232
|
Residual | 822.90 27 30.4777778
-----------+----------------------------------------------------
Total | 1087.50 29 37.50
contrast mycond, values( -0.5 -0.5 1)
Contrast variable mycond (-.5 -.5 1)
source SS df MS Dep Var = correct
---------+--------------------------------- N of obs = 30
contrast | 264.6 1 264.6000 F = 8.68
error | 822.9 27 30.4778 Prob > F = 0.0065
---------+---------------------------------
contrast mycond, values( 1 -1 0)
Contrast variable mycond (1 -1 0)
source SS df MS Dep Var = correct
---------+--------------------------------- N of obs = 30
contrast | 0 1 0.0000 F = 0.00
error | 822.9 27 30.4778 Prob > F = 1.0000
---------+---------------------------------
Calculation on page 214 and on page 222 using data file duncan.
use https://stats.idre.ucla.edu/stat/stata/examples/ara/duncan.dta, clear
(From Fox, Applied Regression Analysis. Use 'notes' command for source of data)
set matsize 50
gen c=1
mkmat c income educ, matrix(X)
mkmat prestige, matrix(y)
matrix b=inv(X'*X)*X'*y
matrix list b
b[3,1]
prestige
c -6.0646629
income .59873282
educ .54583391
Calculation on page 222.
matrix r=y-X*b
matrix v=(r'*r)/42
matrix V2=v*inv(X'*X)
matrix d=diag(vecdiag(V2))
matrix a=cholesky(d)
matrix list a
symmetric a[3,3]
c income educ
c 4.2719412
income 0 .11966735
educ 0 0 .09825264