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st: RE: RE: permutation and group structure


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: permutation and group structure
Date   Mon, 21 Jul 2003 16:45:04 +0100

David Airey

> I actually have 329 separate fixed effects. I test
> each fixed effect,
>
> response = fixed effect,
>
> and after all 329 tests, I could correct for multiple tests
> using any
> number of procedures (smileplot offers many choices) in
> order to get a
> multiple test corrected probability. But I could also randomize the
> order of the response variable and run all 329 tests again
> and count
> the number of significant tests. And do it again 1000s of
> times to get
> a distribution from which I get an empirical multiple test
> corrected
> statistic or probability (the 95% of that distribution). I am just
> confused about randomizing while retaining the structure of
> my data,
> which has 25 groups with approx. 40 units within each. I wanted to
> randomize within group.

-permute- may help. Alternatively,

Here is a shuffling technique which you may able to
adapt to your problem. A version of it is applied to
another problem in a paper by Nigel Smeeton and myself
under review at the Stata Journal.

set seed 28031952
gen random = .
gen count = 0
gen ntests = _n
levels group, local(levels)

qui forval i = 1/100000 {
	replace random = uniform()
	sort group random
	<reset anything of importance broken by shuffling>
	...
	local nsig = 0
	foreach l of local levels {
		<test> if group == `l'
		<update nsig>
	}
	replace count = count + 1 if ntests == `nsig'
}

Nick
n.j.cox@durham.ac.uk

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