Re: st: Random permutation test for rank-dependence

[Maarten Buis <maartenlbuis@gmail.com>]

Did you take a look at -predict-?

On Tue, Jan 29, 2013 at 9:36 AM, Tobias Morville wrote:
> Hi Nick. Thanks for pointing out the -permute- command, don't know how
> i've missed it.
>
> Im still on bare ground with regard to Q1. If anyone has any input,
> ill appriciate it.
>
> best,
> Tobias
>
> 2013/1/28 Nick Cox <njcoxstata@gmail.com>:
>> I haven't tried to understand all this, but your opening to Q2 is
>> incomplete. Stata has a -permute- command that transcends the specific
>> oldstyle testing commands you mention.
>>
>> I won't be able to add more, but if you overlooked that, you probably
>> overlooked other things too.
>>
>> Nick
>>
>> On Mon, Jan 28, 2013 at 5:23 PM, Tobias Morville
>> <tobiasmorville@gmail.com> wrote:
>>
>>> i have a question regarding random permutation testing in stata.
>>>
>>> I need to test for rank-dependence and sign-dependence, over several
>>> variables within each subject, and across subjects. Doing that i have
>>> two basic questions. But first, this is the (simplified) model I'm
>>> estimating:
>>>
>>>  Model: -xtprobit dummy var1 var2 var3 var1*var2 var1*var3, re-
>>>
>>> And I'm doing this for 18 different subjects, that each have ~250
>>> observations. They are all stacked onto each other, in one dataset.
>>>
>>> Q1: How [...] do i add parameter coefficients as new
>>> variables? I've googled this, and stumbled upon -estimates- module and
>>> -statsby-. But none of them really satisfy my needs.
>>>
>>> What i really want, is a new variable (in a column) where parameter
>>> estimates are continuously reported to. Lets say subject_1 has 250
>>> trials, then I want 250 values of b1 - which i assume is the parameter
>>> coefficient of var1 - to be my new variable. And so forth with all the
>>> other subjects, resulting in my new b1-parameter-value-variable having
>>> 18*~250 observations.
>>>
>>> I've done, -Estimates store- just produces b1 b2 b3 b4 b5, a "group
>>> level" coefficient for each of the variables (and interaction terms),
>>> which is not really satisfying for my need when wanting to do a random
>>> permutation test.
>>>
>>> Q2: For the random permutation test, stata has two non-parametric
>>> choices. -Ranksum- and -Median-, where the first only allows testing
>>> between two groups and the latter is an equility-of-median test, which
>>> is not really useful for me.
>>>
>>> Basically i would like to do a -ranksum- test, but between all 18
>>> subjects, which ranksum does not allow. Is there any alternative way
>>> of doing this?
>>>
>>> Background:
>>>
>>> I have a variable that is randomly distributed (it's a die) and i want
>>> to see if the number of eyes on that die affects how people gamble.
>>> When i include it as a simple regressor, it shows up significant. But
>>> not knowing if that (not logical - a rational agent should know its
>>> random) weigh on the die, is the same across subjects, and within each
>>> subject. Basically, i want to be able to say something about "how
>>> much" the die weights for different subjects, but because its
>>> non-linear, i can't compare a coefficient value of 2 to 4, and say its
>>> the double effect. Neither can i say that subject 1's coefficient of
>>> 5, is a lower effect of subject 2's coefficient of 7. And i need to
>>> find out, if i can at least, say something about the rank of the
>>> coefficient estimates.
>>>
>>> Hope you can help me out as I'm rather lost!
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Maarten L. Buis
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