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Re: st: Re: Problem with permute


From   Joseph Coveney <[email protected]>
To   Statalist <[email protected]>
Subject   Re: st: Re: Problem with permute
Date   Fri, 28 Jan 2005 04:03:30 +0900

Paul Fenner wrote:

When I use the signrank test signrank y=0 I get the following result:
. signrank y=0

Ho: y = 0
             z =   3.002
    Prob > |z| =   0.0027

I then tried permute

permute y "signrank y=0" z=r(z), reps(1000) nowarn

command:      signrank y=0
statistic:    z          = r(z)
permute var:  y

Monte Carlo permutation statistics                Number of obs    =        
20
                                                  Replications     =      
1000

------------------------------------------------------------------------------
T            |     T(obs)       c       n   p=c/n   SE(p) [95% Conf. 
Interval]
-------------+---------------------------------------------------------------
z            |   3.002347    1000    1000  1.0000  0.0000  .9963179          
1
------------------------------------------------------------------------------
Note:  confidence interval is with respect to p=c/n
Note:  c = #{|T| >= |T(obs)|}

Would somebody please explain what is wrong with my syntax - or am I just 
misunderstanding the output.

--------------------------------------------------------------------------------

It's your setup.  The syntax of the typical use of -signrank- is 
-signrank matched_pair_variable1 = matched_pair_variable2-.  

You're using a syntax of having the signed ranks of matched-pair data already 
calculated, i.e., of comparing a list of signed ranks (your variable y) to 
zero.   No matter how you permute the list of signed ranks, the comparison to a 
constant won't change and so will never exceed the observed test statistic (it 
will always exactly equal the observed test statistic, just as -permute- 
indicated).

Joseph Coveney

P.S. I'm not sure that that hypothesis tested by -permute 
matched_pair_variable1 "signrank matched_pair_variable1 = 
matched_pair_variable2" z = r(z), reps()- would be the one you're looking for. 


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