Stata Regression Results
regress y x1 x2 x3 x4 x5 x6 x7 x8
Source | SS df MS Number of obs = 45
---------+------------------------------ F( 8, 36) = 5.94
Model | 2970.00 8 371.25 Prob > F = 0.0001
Residual | 2250.00 36 62.50 R-squared = 0.5690
---------+------------------------------ Adj R-squared = 0.4732
Total | 5220.00 44 118.636364 Root MSE = 7.9057
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
---------+--------------------------------------------------------------------
x1 | 1.5 1.443376 1.039 0.306 -1.427302 4.427302
x2 | -1.166667 .8333333 -1.400 0.170 -2.856745 .5234117
x3 | -3.833333 1.443376 -2.656 0.012 -6.760635 -.9060318
x4 | -3.5 .8333333 -4.200 0.000 -5.190078 -1.809922
x5 | -.25 1.767767 -0.141 0.888 -3.835198 3.335198
x6 | .25 1.020621 0.245 0.808 -1.819915 2.319915
x7 | 3.083333 1.020621 3.021 0.005 1.013419 5.153248
x8 | 1.916667 .5892557 3.253 0.002 .7216008 3.111733
_cons | 35 1.178511 29.698 0.000 32.60987 37.39013
------------------------------------------------------------------------------
test x1 x2
( 1) x1 = 0.0
( 2) x2 = 0.0
F( 2, 36) = 1.52
Prob > F = 0.2324
test x3 x4
( 1) x3 = 0.0
( 2) x4 = 0.0
F( 2, 36) = 12.35
Prob > F = 0.0001
test x5 x6 x7 x8
( 1) x5 = 0.0
( 2) x6 = 0.0
( 3) x7 = 0.0
( 4) x8 = 0.0
F( 4, 36) = 4.95
Prob > F = 0.0028
xi3: regress y r.a*r.b
r.a _Ia_1-3 (naturally coded; _Ia_1 omitted)
r.b _Ib_1-3 (naturally coded; _Ib_1 omitted)
r.a*r.b _IaXb_#_# (coded as above)
Source | SS df MS Number of obs = 45
-------------+------------------------------ F( 8, 36) = 5.94
Model | 2970.00 8 371.25 Prob > F = 0.0001
Residual | 2250.00 36 62.50 R-squared = 0.5690
-------------+------------------------------ Adj R-squared = 0.4732
Total | 5220.00 44 118.636364 Root MSE = 7.9057
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_Ia_2 | -3 2.886751 -1.04 0.306 -8.854603 2.854603
_Ia_3 | 3.5 2.5 1.40 0.170 -1.570235 8.570235
_Ib_2 | 7.666667 2.886751 2.66 0.012 1.812064 13.52127
_Ib_3 | 10.5 2.5 4.20 0.000 5.429765 15.57023
_IaXb_2_2 | -1 7.071068 -0.14 0.888 -15.34079 13.34079
_IaXb_2_3 | 1.5 6.123724 0.24 0.808 -10.91949 13.91949
_IaXb_3_2 | 18.5 6.123724 3.02 0.005 6.080511 30.91949
_IaXb_3_3 | 17.25 5.303301 3.25 0.002 6.494407 28.00559
_cons | 35 1.178511 29.70 0.000 32.60987 37.39013
------------------------------------------------------------------------------
describe _Ia_2 - _IaXb_3_3
storage display value
variable name type format label variable label
-------------------------------------------------------------------------------
_Ia_2 double %10.0g a(2 vs. 1)
_Ia_3 double %10.0g a(3 vs. 2-)
_Ib_2 double %10.0g b(2 vs. 1)
_Ib_3 double %10.0g b(3 vs. 2-)
_IaXb_2_2 double %10.0g a(2 vs. 1) & b(2 vs. 1)
_IaXb_2_3 double %10.0g a(2 vs. 1) & b(3 vs. 2-)
_IaXb_3_2 double %10.0g a(3 vs. 2-) & b(2 vs. 1)
_IaXb_3_3 double %10.0g a(3 vs. 2-) & b(3 vs. 2-)
test _Ia_2 _Ia_3
( 1) _Ia_2 = 0.0
( 2) _Ia_3 = 0.0
F( 2, 36) = 1.52
Prob > F = 0.2324
test _Ib_2 _Ib_3
( 1) _Ib_2 = 0.0
( 2) _Ib_3 = 0.0
F( 2, 36) = 12.35
Prob > F = 0.0001
test _IaXb_2_2 _IaXb_2_3 _IaXb_3_2 _IaXb_3_3
( 1) _IaXb_2_2 = 0.0
( 2) _IaXb_2_3 = 0.0
( 3) _IaXb_3_2 = 0.0
( 4) _IaXb_3_3 = 0.0
F( 4, 36) = 4.95
Prob > F = 0.0028
Phil Ender, 12Feb98