Could someone tell me why, in the example below, the F-statistic in the regression table is not the same to that reported by -anova-? Thanks!
Code:
. reg peerlnval d_res Source | SS df MS Number of obs = 14018721 -------------+---------------------------------- F(1, 14018719) > 99999.00 Model | 27520.0312 1 27520.0312 Prob > F = 0.0000 Residual | 3190557.84 14018719 .227592681 R-squared = 0.0086 -------------+---------------------------------- Adj R-squared = 0.0086 Total | 3218077.87 14018720 .229555756 Root MSE = .47707 ------------------------------------------------------------------------------ peerlnval | Coefficient Std. err. t P>|t| [95% conf. interval] -------------+---------------------------------------------------------------- d_res | .0889601 .0002558 347.73 0.000 .0884587 .0894615 _cons | 6.327299 .0001887 3.4e+04 0.000 6.326929 6.327669 ------------------------------------------------------------------------------ . anova peerlnval d_res Number of obs = 14,018,721 R-squared = 0.0086 Root MSE = .477067 Adj R-squared = 0.0086 Source | Partial SS df MS F Prob>F -----------+---------------------------------------------------- Model | 27520.031 1 27520.031 1.2e+05 0.0000 | d_res | 27520.031 1 27520.031 1.2e+05 0.0000 | Residual | 3190557.8 14,018,719 .22759268 -----------+---------------------------------------------------- Total | 3218077.9 14,018,720 .22955576 .
Comment