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

To |
Statalist <statalist@hsphsun2.harvard.edu> |

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

Date |
Mon, 3 Mar 2008 10:00:09 +0000 |

Joseph, thank you very much for your program to calculate the boschloo test. What a great idea to employ -ml- for the task; I'd never had thought of it myself. 2008/2/29, Joseph Coveney <jcoveney@bigplanet.com>: [excerpts] > > The approach below stays within Stata 9.2 and speeds things up without going > to Mata. With it, execution time for Eva's 30-minute example is down to > about 40 seconds on my machine. This is an amazing improvement over what I have got now, especially since there is no trade-off between execution time and precision, as it is in my implementation. > Experience might warrant lowering or raising > the hard-coded default of 100--a repeat of 50 worked for Eva's example, but > for insurance I've doubled that for the default. A repeat of 10 doesn't > work reliably: it resulted in -ml- converging on a local maximum the first > time (start-up random number seed) and on the global maximum in a second run > with the next-in-line random number seed. I will recalculate all p-values using your program and play around with this default, to see what difference it makes in various situations. If I can find a reliable pattern, I will report back. > The -ml search- bounds and -ml > plot- bounds are both set for a theta from 0.01 to 0.5 by default, although > these are both options for the user. (At least for Eva's example, a plot > throughout the entire range of theta is symmetric about theta = 0.5, so that > the supremum is present twice in the set. I don't know whether that's true > in general, and so the bounds are left as options. The function appears to be symmetric in many situations. However, if the original fisher's test p-value is very large, and thus the Boschloo p-value is going to be large as well, the function is not necessarily symmetric around 0.5, and making that assumption would result in an inaccurately low p-value. > There are two ado-files below, -boschloo.ado- and -boschloo_ll.ado-. They > must be saved separately where Stata can find them (-help adopath-); the > former calls the latter. There is also an example do-file that runs Eva's > example* with -ml search- (default) and -ml plot- options, as well as > illustrates user-set bounds. -if-, -in-, and -nolog- options are available, > but aren't illustrated. Fantastic implementation, Joseph; I'm thrilled. I will make an immediate version of your command as soon as I have a little bit of time. Thanks, Eva * * 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/

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