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

From (Richard Gates)
Subject   Re: st: How does Stata perform with exact tests?
Date   Tue, 09 Oct 2007 07:45:59 -0500

Tiago <> 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
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