FAQ: How can I do post-hoc pairwise comparisons using Stata?

Post-hoc pairwise comparisons are commonly performed after significant effects when there are three or more levels of a factor. Stata has three built-in pairwise methods (sidak, bonferroni and scheffe) in the oneway command. Although these options are easy to use, many researchers consider the methods to be too conservative for pairwise comparisons, especially when the are many levels. The Sidak method is the least conservative of the three followed, in order, by Bonferroni and Scheffe.

We will demonstrate the pairwise options in oneway on a dataset looking at write by group which is a four-level predictor.

use http://www.ats.ucla.edu/stat/stata/faq/pairwise_data, clear
tabstat write, by(group) stat(n mean sd)



Summary for variables: write

     by categories of: group 



   group |         N      mean        sd

---------+------------------------------
       1 |        24  46.45833  8.272422
       2 |        11        58  7.899367
       3 |        20      48.2  9.322299
       4 |       145  54.05517  9.172558
---------+------------------------------
   Total |       200    52.775  9.478586
----------------------------------------



oneway write group, sidak bonferroni scheffe



                        Analysis of Variance

    Source              SS         df      MS            F     Prob > F
------------------------------------------------------------------------
Between groups      1914.15805      3   638.052682      7.83     0.0001
 Within groups       15964.717    196   81.4526375
------------------------------------------------------------------------
    Total            17878.875    199    89.843593

Bartlett's test for equal variances:  chi2(3) =   0.7555  Prob>chi2 = 0.860

                     Comparison of writing score by group
                                   (Sidak)

Row Mean-|
Col Mean |          1          2          3
---------+---------------------------------
       2 |    11.5417
         |      0.003
         |
       3 |    1.74167       -9.8
         |      0.988      0.025
         |
       4 |    7.59684   -3.94483    5.85517
         |      0.001      0.658      0.042

                     Comparison of writing score by group
                                (Bonferroni)

Row Mean-|
Col Mean |          1          2          3
---------+---------------------------------
       2 |    11.5417
         |      0.003
         |
       3 |    1.74167       -9.8
         |      1.000      0.026
         |
       4 |    7.59684   -3.94483    5.85517
         |      0.001      0.983      0.043

                     Comparison of writing score by group
                                  (Scheffe)

Row Mean-|
Col Mean |          1          2          3
---------+---------------------------------
       2 |    11.5417
         |      0.007
         |
       3 |    1.74167       -9.8
         |      0.939      0.042
         |
       4 |    7.59684   -3.94483    5.85517
         |      0.003      0.583      0.063

Comparisons 1 versus 2, 1 versus 4, and 2 versus 3 were significant at the 0.05 level or better for all methods while 3vs4 was significant for Sidak and Bonferroni but not Scheffe.

Many researchers prefer pairwise comparisons based upon the Studentized Range distribution. The IDRE Statistical Consulting Group has developed three programs for the Tukey HSD, the Tukey-Kramer and the Fisher-Hayter methods. To obtain these programs use the findit command (findit tukeyhsd, findit tkcomp or findit fhcomp). Please note that these programs need the qsturng and sturng by John R. Gleason which can be found in STB-47/sg101.

The three methods will yield the same test statistic when the cell sizes are equal but will differ when cell sizes are unequal. Computationally, the Tukey-Kramer and the Fisher-Hayter are the same but they use different critical values of the Studentized Range distribution. The Tukey-Kramer or the Fisher-Hayter are usually preferred when the cell sizes are unequal.

Tukey-Kramer uses degrees of freedom of k and dferror where k is the number of levels and dferror is the degrees of freedom associated with the MSerror in the anova, to obtain the critical value of the Studentized Range statistic. Fisher-Hayter, on the other hand, uses degrees of freedom k-1 and dferror.

anova write group

                           Number of obs =     200     R-squared     =  0.1071
                           Root MSE      = 9.02511     Adj R-squared =  0.0934

                  Source |  Partial SS    df       MS           F     Prob > F
              -----------+----------------------------------------------------
                   Model |  1914.15805     3  638.052682       7.83     0.0001
                         |
                   group |  1914.15805     3  638.052682       7.83     0.0001
                         |
                Residual |   15964.717   196  81.4526375   
              -----------+----------------------------------------------------
                   Total |   17878.875   199   89.843593   

tukeyhsd group

Tukey HSD pairwise comparisons for variable group
studentized range critical value(.05, 4, 196) = 3.6647117
uses harmonic mean sample size =   21.111

                                      mean 
grp vs grp       group means           dif    HSB-test
-------------------------------------------------------
  1 vs   2    46.4583    58.0000     11.5417   5.8759*
  1 vs   3    46.4583    48.2000      1.7417   0.8867 
  1 vs   4    46.4583    54.0552      7.5968   3.8676*
  2 vs   3    58.0000    48.2000      9.8000   4.9892*
  2 vs   4    58.0000    54.0552      3.9448   2.0083 
  3 vs   4    48.2000    54.0552      5.8552   2.9809 

tkcomp group

Tukey-Krammer pairwise comparisons for variable group
studentized range critical value(.05, 4, 196) = 3.6647117

                                      mean 
grp vs grp       group means          dif     TK-test
-------------------------------------------------------
  1 vs   2    46.4583    58.0000     11.5417   4.9671*
  1 vs   3    46.4583    48.2000      1.7417   0.9014 
  1 vs   4    46.4583    54.0552      7.5968   5.4018*
  2 vs   3    58.0000    48.2000      9.8000   4.0909*
  2 vs   4    58.0000    54.0552      3.9448   1.9766 
  3 vs   4    48.2000    54.0552      5.8552   3.8464*

fhcomp group

Fisher-Hayter pairwise comparisons for variable group
studentized range critical value(.05, 3, 196) = 3.3399493


                                      mean 
grp vs grp       group means          dif     FH-test
-------------------------------------------------------
  1 vs   2    46.4583    58.0000     11.5417   4.9671*
  1 vs   3    46.4583    48.2000      1.7417   0.9014 
  1 vs   4    46.4583    54.0552      7.5968   5.4018*
  2 vs   3    58.0000    48.2000      9.8000   4.0909*
  2 vs   4    58.0000    54.0552      3.9448   1.9766 
  3 vs   4    48.2000    54.0552      5.8552   3.8464*

Groups 1 versus 2, 1 versus 4 and 2 versus 3 were significant using Tukey's HSD while both Tukey-Kramer and Fisher-Hayter also find 3vs4 significant at the 0.05 level.

The three IDRE Statistical Consulting Group programs will also work with factorial designs as shown below.

anova write female group group*female

                           Number of obs =     200     R-squared     =  0.1706
                           Root MSE      = 8.78819     Adj R-squared =  0.1404

                  Source |  Partial SS    df       MS           F     Prob > F
            -------------+----------------------------------------------------
                   Model |  3050.29061     7  435.755802       5.64     0.0000
                         |
                  female |  249.988577     1  249.988577       3.24     0.0736
                   group |  1674.93766     3  558.312554       7.23     0.0001
            group*female |  51.0895327     3  17.0298442       0.22     0.8821
                         |
                Residual |  14828.5844   192  77.2322104   
            -------------+----------------------------------------------------
                   Total |   17878.875   199   89.843593   

tukeyhsd group

Tukey HSD pairwise comparisons for variable group
studentized range critical value(.05, 4, 192) = 3.665369
uses harmonic mean sample size =   21.111

                                       mean 
grp vs grp       group means           dif    HSB-test
-------------------------------------------------------
  1 vs   2    46.4583    58.0000     11.5417   6.0343*
  1 vs   3    46.4583    48.2000      1.7417   0.9106 
  1 vs   4    46.4583    54.0552      7.5968   3.9718*
  2 vs   3    58.0000    48.2000      9.8000   5.1237*
  2 vs   4    58.0000    54.0552      3.9448   2.0625 
  3 vs   4    48.2000    54.0552      5.8552   3.0612

tkcomp group

Tukey-Krammer pairwise comparisons for variable group
studentized range critical value(.05, 4, 192) = 3.665369

                                      mean 
grp vs grp       group means          dif     TK-test
-------------------------------------------------------
  1 vs   2    46.4583    58.0000     11.5417   5.1010*
  1 vs   3    46.4583    48.2000      1.7417   0.9257 
  1 vs   4    46.4583    54.0552      7.5968   5.5475*
  2 vs   3    58.0000    48.2000      9.8000   4.2012*
  2 vs   4    58.0000    54.0552      3.9448   2.0298 
  3 vs   4    48.2000    54.0552      5.8552   3.9501*

fhcomp group

Fisher-Hayter pairwise comparisons for variable group
studentized range critical value(.05, 3, 192) = 3.3404824


                                      mean 
grp vs grp       group means          dif     FH-test
-------------------------------------------------------
  1 vs   2    46.4583    58.0000     11.5417   5.1010*
  1 vs   3    46.4583    48.2000      1.7417   0.9257 
  1 vs   4    46.4583    54.0552      7.5968   5.5475*
  2 vs   3    58.0000    48.2000      9.8000   4.2012*
  2 vs   4    58.0000    54.0552      3.9448   2.0298 
  3 vs   4    48.2000    54.0552      5.8552   3.9501*

Reference

Kirk, Roger E. (1998) Experimental Design: Procedures for the Behavioral Sciences, Third Edition. Monterey, California: Brooks/Cole Publishing. ISBN 0-534-25092-0.

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