Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: How does Stata perform with exact tests?


From   rgates@stata.com (Richard Gates)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How does Stata perform with exact tests?
Date   Tue, 09 Oct 2007 07:45:59 -0500

Tiago <tiago.pereira@incor.usp.br> is experiencing differences in exact
p-values reported by Stata when compared with StatExact.  

> 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).
> 

If Tiago could send me privately more information on the problem he is running
I would be glad to look into the origin of the discrepancy.  A specific example
that demonstrates the problem would be very useful.

- Rich Gates
rgates@stata.com
*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index