Difference between ANOVA and linear regression

[Tom Hsiung]

Hi, for a same data I got to know:

SSTR is different from SSR. SSE for ANOVA and SSE for linear regression are the same thing. SST for ANOVA and SST for linear regression are the same thing. However, the way to compute F-statistic is not the same. The difference to compute F-statistic is due to the fact that SSTR and SSR are different.

Tom

[Carlo Lazzaro]

Tom:
I would take a look at both -regress- and -anova- entries in Stata .pdf manual.

[Tom Hsiung]

Sorry, Carlo. I need to understand the logic behind anova and regress, not just how to do the results in Stata. Only you understand the logic behind the analysis method, you could use them in better ways.

Tom

[Carlo Lazzaro]

Tom:
in addition to other textbooks, https://www.stata.com/bookstore/hand...nalyses-stata/ (chapters 4 and 5) might be worth reading.

[Richard Williams]

These might help:

http://www.theanalysisfactor.com/why...same-analysis/

https://stats.stackexchange.com/ques...ear-regression

https://www.researchgate.net/post/Ca...d_ANOVA_model2

There are several other sources out there on the web if you don't like these.