st: RE: Size and power simulations

["Newson, Roger B" <r.newson@imperial.ac.uk>]

Pelle might like to refer to Newson (2004),  which introduces a unified set of formulas for power and sample size calculations, including those derived using simulations or pilot studies. These formulas are implemented using the -powercal- package, downloadable from SSC using the -ssc- command in Stata. The output from -powercal- can be put into nice tables using the -listtex- package, also downloadable from SSC.

I hope this helps.

Roger

References

Newson R. Generalized power calculations for generalized linear models and more. The Stata Journal 2004; 4(4): 379-401. Pre-piblication draft downloadable from  http://www.kcl-phs.org.uk/rogernewson/

Roger Newson
Lecturer in Medical Statistics
POSTAL ADDRESS:
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute at Imperial College London
St Mary's Campus
Norfolk Place
London W2 1PG
STREET ADDRESS:
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute at Imperial College London
47 Praed Street
Paddington
London W1 1NR
TELEPHONE: (+44) 020 7594 0939
FAX: (+44) 020 7594 0942
EMAIL: r.newson@imperial.ac.uk
WEBSITE: http://www.kcl-phs.org.uk/rogernewson/
Opinions expressed are those of the author, not of the institution.


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of P�r Sj�lander
Sent: 07 March 2006 13:33
To: statalist@hsphsun2.harvard.edu
Subject: st: Size and power simulations

Dear all, 
I have plans to swich software to STATA since I am impressed by all the
canned routines. However, to get a jump start I would appreciate if
someone would send me a finished simulation projekt made in STATA.

I am planning to write a simulation projekt in STATA where I calculate
the statistical SIZE and POWER. I would really appreciate if I could
look at previous simulation code to save some time. E.g. a simple
program for testing the size and power of a unit root test would be a
good start, and then I could change the code for my purposes. I would
also appreciate if someone would send me code for putting these power
calculations into nice tables, so that when e.g. the ADF coefficient is
1 (size), 0.9 (power), 0.8 (power), 0.7 (power),... everyting is put
into nice tables.

I would really appreciate your help!

Regards,
Pelle
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