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From |
"Eva Poen" <eva.poen@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: implementation of boschloo's test: very slow execution |

Date |
Fri, 22 Feb 2008 18:49:47 +0000 |

Nick, thank you very much for your helpful comments; I will do as you suggested. I don't know any Mata, so I'll probably keep it as Stata code. In the meantime, I have prepared an ado file for the Boschloo test which computes (albeit slowly, for large samples) the uncorrected as well as the confidence interval corrected p-values for this test. If anyone is interested, I am happy to send it out by email. Eva 2008/2/22, Nick Cox <n.j.cox@durham.ac.uk>: > I see. > > My guess is that the multiplication itself is trivial. You might take a > pencil and paper to the combinatorics > > Binomial(A)- Binomial(B) * Binomial(C) -Binomial(D) > > and see if it boils down to something much simpler. > > On the other hand, the real problem is possibly just that you are using > an interpreted language to do quite a lot of work. > > > Nick > n.j.cox@durham.ac.uk > > Eva Poen > > > Upon reading my post again, I realised that I was not careful enough > when simplifying the code for the purpose of sending it to the list. > > The line involving the binomial: > qui replace current = > > Binomial(n1,`xx1',theta)-Binomial(n1,`=`xx1'+1',theta))*(Binomial(n2,`xx > 2',theta)-Binomial(n2,`=`xx2'+1',theta)) > > > should have -theta- replaced by -p-. Therefore, -current- and -PH0sum- > are not constant; the binomial product is calculated for all values of > -p-, which are 10001 in my case. > > The p-value of the test is the maximum (well, supremum, actually) of > the variable -PH0sum-. > > It seems to be the case that the most time-consuming thing inside the > nested loop is this product of binomial probability mass functions. Is > there a way outside Mata to speed this bit up? * * 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: implementation of boschloo's test: very slow execution***From:*"Michael Blasnik" <michael.blasnik@verizon.net>

**References**:**implementation of boschloo's test: very slow execution***From:*"Eva Poen" <eva.poen@gmail.com>

**RE: implementation of boschloo's test: very slow execution***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**Re: implementation of boschloo's test: very slow execution***From:*"Eva Poen" <eva.poen@gmail.com>

**RE: implementation of boschloo's test: very slow execution***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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