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Page 59 of Keppel illustrates a one way analysis of variance. This example compares the number of errors (failures) for four different treatment groups who differed in their level of sleep deprivation (indicated by the variable a). The analysis is shown below using the xi3 command. You can download the xi3 command by typing findit xi3 (see How can I use the findit command to search for programs and get additional help? for more information about using findit).
use http://www.ats.ucla.edu/stat/stata/examples/da/chap3, clear xi3: regress failures g.a
g.a _Ia_1-4 (naturally coded; _Ia_1 omitted)
Source | SS df MS Number of obs = 16
-------------+------------------------------ F( 3, 12) = 7.34
Model | 3314.25 3 1104.75 Prob > F = 0.0047
Residual | 1805.5 12 150.458333 R-squared = 0.6473
-------------+------------------------------ Adj R-squared = 0.5592
Total | 5119.75 15 341.316667 Root MSE = 12.266
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failures | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_Ia_2 | 11.25 8.673475 1.30 0.219 -7.647878 30.14788
_Ia_3 | 31 8.673475 3.57 0.004 12.10212 49.89788
_Ia_4 | 35.25 8.673475 4.06 0.002 16.35212 54.14788
_cons | 45.875 3.066536 14.96 0.000 39.19359 52.55641
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Because a has four levels, it has three degrees of freedom and the xi3 command created three terms to go along with these three degrees of freedom, _Ia_2, _Ia_3, and _Ia_4. We can use the test to get the overall test of the main effect of a, as shown below.
test _Ia_2 _Ia_3 _Ia_4
( 1) _Ia_2 = 0.0
( 2) _Ia_3 = 0.0
( 3) _Ia_4 = 0.0
F( 3, 12) = 7.34
Prob > F = 0.0047
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