Re: st: Need help making an ado for Tamhane test

[Marta García-Granero <mgarciagranero@gmail.com>]

Thanks a lot Maarten.

Marta

El 31/05/2013 10:09, Maarten Buis escribió:
> On Fri, May 31, 2013 at 9:22 AM, Marta García-Granero
> <mgarciagranero@gmail.com> wrote:
> > Anyway, I have attempted
> > (perpetrated?) to write some code for Tamhane's T2 multiple comparison of
> > means with heterogeneous variances.
> > To avoid having to edit it every time I want to use it, to replace "Hb" by
> > the dependent variable name and "Status" by the grouping variable, I would
> > like to turn it into a program, like this:
> >
> > tamhane Hb, by(Status)
> >
> > Unfortunately, I have hit the ceiling of my knowledge in Stata programming
> > as it is right now.
> Here is how I would start:
>
> *------------------ begin example ------------------
> clear all
>
> program define tamhane, rclass
>      syntax varname, by(varname)
>
>      // take care of possible missing values
>      marksample touse
>      markout `touse' `by', strok
>      qui count if `touse'
>      if r(N) == 0 error 2000
>
>      // collect the levels of by
>      qui levelsof `by' if `touse',local(levels)
>
>      // count the number of levels
>      // see: -help extended_fcn-
>      local k : word count `levels'
>
>      // count the number of comparisons
>      local comp=`k'*(`k'-1)/2
>
>      // create a matrix to store (and return) the results
>      tempname res
>      matrix `res' = J(`comp',1,.)
>
>      // collect the test results in that matrix
>      local row = 1
>      forvalues i = 1/ `k' {
>          local lev_i : word `i' of `levels'
>          forvalues j = `=`i'+1'/`k' {
>              local lev_j : word `j' of `levels'
>              quietly ttest `varlist'                             ///
>                  if `touse' & ((`by'==`lev_i')|(`by'==`lev_j')), ///
>                  by(`by') unequal
>
>              matrix `res'[`row',1] = 1-(1-r(p))^`comp'
>              local row = `row' + 1
>              local rowname "`rowname' `lev_i'_vs_`lev_j'"
>          }
>      }
>
>      // give the rows and collumn names
>      matrix rownames `res' = `rowname'
>      matrix colnames `res' = "p_value"
>
>      // display the matrix
>      matlist `res', underscore format(%7.4f)
>
>      // return the matrix
>      return matrix result = `res'
> end
>
> // try it out
> sysuse auto
> tamhane price, by(rep78)
> *------------------- end example -------------------
> (For more on examples I sent to the Statalist see:
> http://www.maartenbuis.nl/example_faq )
>
> Hope this helps,
> Maarten
>
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
>
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