Thanks to Kit Baum, a new -nruns- package is now
available from SSC.
This is a sequel to
Smeeton, N. and Cox, N.J. 2003.
Do-it-yourself shuffling and the number of runs under randomness.
Stata Journal 3(3): 270--277.
and will be published formally as a Software Update in Stata Journal 6(4) 2006.
That paper outlined a simple Stata method to get at run probabilities
using repeated shuffling of the data. My co-author suggested that
some users would prefer canned commands to the exhilaration of
working out how to do it from first principles, so I have written
two.
-nruns- and -nrunsi- count runs in a sequence of values
showing the successive occurrence of categories, -nruns-
for a given variable and -nrunsi- for values specified in
the command line. (-nrunsi- is thus an immediate command.)
Each command shuffles the sequence randomly a given number
of times and displays the simulated frequency and probability
distributions under randomness of the number of runs possible
with the same values and the probabilities of less
than, the same number as, or more than that observed.
I had some fun implementing the shuffling in Mata, with
resulting speed-ups. Consequently, Stata 9 is required.
You can install both -nruns- and -nrunsi- from within
Stata by using
. ssc inst nruns
Nick
[email protected]
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