Re: st: Re: permute

["Paul Fenner" <paulfenner@hotmail.co.uk>]

Thank you very much for your assistance.
It has taken me a while to work out what is going on. I guess that my 
knowledge is not as good as I thought it was - back to the text books and 
more practice with permute for me!
Paul



> From: Joseph Coveney <jcoveney@bigplanet.com>
> Reply-To: statalist@hsphsun2.harvard.edu
> To: Statalist <statalist@hsphsun2.harvard.edu>
> Subject: Re: st: Re: permute
> Date: Mon, 10 Jul 2006 18:37:03 +0900
>
> Paul Fenner wrote:
>
> I often have to analyse small datasets and I normally use StatXact. I no
> longer have access to this program so I thought that I would use permute as
> an option. When I use the ranksum test I get reasonable agrrement between
> the probablities from StatXact and permute (e.g. asymptotic p=0.0749,
> permute p=0.0789 and StatXact p=0.0794). However when I use signrank I get
> no agreement at all e.g. asymptotic p 0.0431, permute p=1.00, StatXact
> p=0.0079). The code I am using is:
> permute diff z=r(z), reps(10000) nowarn: signrank diff=0
>
> Could somebody tell me if my code is in error, or am I entirley incorrect 
> in
> using permute for exact calculations on small numbers.
>
> --------------------------------------------------------------------------------
>
> Your code is in error.  It doesn't permute anything that matters.
>
> Try something like that below to get close agreement with StatXact's
> p-value.  Don't worry that it uses -xtreg- for convenience; this is a
> permutation test after all.
>
> Joseph Coveney
>
> clear
> set more off
> set seed `=date("2006-07-10", "ymd")'
> set obs 10
> generate float x0 = uniform()
> generate float x1 = uniform()
> signrank x0 = x1
> generate byte pair = _n
> reshape long x, i(pair) j(occasion)
> permute occasion T = _b[occasion]/_se[occasion], ///
>   reps(10000) nodots: xtreg x occasion, i(pair) fe
> exit
>
>
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