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Re: st: Re: permute

From   Joseph Coveney <>
To   Statalist <>
Subject   Re: st: Re: permute
Date   Mon, 10 Jul 2006 18:37:03 +0900

Paul Fenner wrote:

I often have to analyse small datasets and I normally use StatXact. I no
longer have access to this program so I thought that I would use permute as
an option. When I use the ranksum test I get reasonable agrrement between
the probablities from StatXact and permute (e.g. asymptotic p=0.0749,
permute p=0.0789 and StatXact p=0.0794). However when I use signrank I get
no agreement at all e.g. asymptotic p 0.0431, permute p=1.00, StatXact
p=0.0079). The code I am using is:
permute diff z=r(z), reps(10000) nowarn: signrank diff=0

Could somebody tell me if my code is in error, or am I entirley incorrect in
using permute for exact calculations on small numbers.


Your code is in error.  It doesn't permute anything that matters.

Try something like that below to get close agreement with StatXact's
p-value.  Don't worry that it uses -xtreg- for convenience; this is a
permutation test after all.

Joseph Coveney

set more off
set seed `=date("2006-07-10", "ymd")'
set obs 10
generate float x0 = uniform()
generate float x1 = uniform()
signrank x0 = x1
generate byte pair = _n
reshape long x, i(pair) j(occasion)
permute occasion T = _b[occasion]/_se[occasion], ///
  reps(10000) nodots: xtreg x occasion, i(pair) fe

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