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Exact statistics

Stata 10 offers several commands for exact analysis, providing more reliable statistical inference with small-sample datasets.

Exact logistic example

Stata’s new exact logistic regression command provides better coverage in small samples than does standard logistic regression.

It also provides parameter estimates and confidence intervals where standard asymptotic methods cannot.

Such cases include small-data problems with binary regressors for which the outcome is 1 whenever the regressor is 1.

In the example below, every treated patient exhibits a positive response. Standard logistic regression cannot estimate the treatment effect. Stata 10’s new exlogistic command can:

    . exlogistic response treatment x2 x3
exlogistic log

Parameter estimates, standard errors, and CIs are calculated on the basis of permutation without recourse to asymptotic assumptions and results.

Not only is the treatment effect estimated, but tests of significance and reported confidence intervals are based on exact methods.

Stata 10 also includes exact Poisson regression for count data.

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