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st: How does Stata perform with exact tests?


From   tiago.pereira@incor.usp.br
To   statalist@hsphsun2.harvard.edu
Subject   st: How does Stata perform with exact tests?
Date   Mon, 8 Oct 2007 18:03:57 -0300 (BRT)

Dear all,

I have implemented a number of exact tests to learn specific issues in
Stata programming that cannot be easily found in the implementation of
asymptotic tests.

Then, I have compared the results of my impplementations with those
outputed by Statxact as well as softwares usded in Genetic studies,
clearly well validated and used during years in the field of Population
Genetics.

All tests I have implemented do work excellent with few observations, say,
n < 4 (note that in practice the number of observations will be less than
10).

However, the more the number of observations I have, the less precise are
my exact P values, I mean, larger is the difference between the P value
generated by my implementation and those outputed by validated programs
when n increases.

Surprinsingly, when n <=4, my outputs are identical considering a
precision of 5 decimals. (P = 0.07656 in Statxact and P = 0.07655958 in my
Stata implementation, for example).

However, when I increase the number of observations (n>4) my P-values tend
to be smaller than those reported by other softwares (say, for instance,
0.05384 in Statxact and 0.05094364 in my Stata implementation).

Thence, I would like to know your experience to have a better picture of
how well stata performs with exact tests and how robust is the Stata
programming with exact methods, i.e., summation of several probabilities
from large factorials, and, etc...

I will be grateful for any comment.

Best regards,

Tiago
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