Nick said
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.
I await with bated breath the submission of his next two programs: -nhits- and -nerrors- (or, given his venue, perhaps nlegbeforewicket ?)
Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics with Stata:
http://stata-press.com/books/imeus.html
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/