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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 * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: How does Stata perform with exact tests?***From:*"Ben Jann" <ben.jann@gmail.com>

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