st: probability and z-statistic

[Kit Baum <baum@bc.edu>]

Deidra wants to retrieve the p-value and Kendall tau-b score from a  
tab of two variables.


. tab anxiety depress,all

           |             DEPRESS
   ANXIETY |         1          2          3 |     Total
-----------+---------------------------------+----------
         1 |         8          1          0 |         9
         2 |        14         42          3 |        59
         3 |         3         21         11 |        35
         4 |         0          1          3 |         4
-----------+---------------------------------+----------
     Total |        25         65         17 |       107

          Pearson chi2(6) =  46.1892   Pr = 0.000
likelihood-ratio chi2(6) =  40.9054   Pr = 0.000
               Cram�r's V =   0.4646
                    gamma =   0.7778  ASE = 0.087
          Kendall's tau-b =   0.4951  ASE = 0.070

. return list

scalars:
                 r(N) =  107
                 r(r) =  4
                 r(c) =  3
              r(chi2) =  46.18917309609633
                 r(p) =  2.71459405298e-08
           r(chi2_lr) =  40.90537799483023
              r(p_lr) =  3.02263811177e-07
          r(CramersV) =  .4645828854557538
             r(gamma) =  .7777777777777778
           r(ase_gam) =  .087050646901156
              r(taub) =  .4950723482288552
          r(ase_taub) =  .0704364215558283

If she wants the p-value of Kendall's tau-b, it can be easily  
calculated (if indeed taub is ~N(0,1)) from what is available in the  
return list:

. scalar z=r(taub)/r(ase_taub)

. display "z= " z " with p-value " normden(1-z)
z= 7.0286414 with p-value 5.114e-09



Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html



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