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RE: st: RE: lambda--p-value


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: lambda--p-value
Date   Mon, 8 Dec 2008 20:11:14 -0000

Martin said it; except that if you care, you might as well use a few
thousand -reps()-. 

Nick 
n.j.cox@durham.ac.uk 

Martin Weiss

sysuse auto, clear
bootstrap r(lambda), reps(50) : lambda rep f

John Antonakis

> How does one use the bootstrap with your lamda ado file?  I am not 
> following what you have suggested.

Nick Cox wrote:

> > -lambda- on SSC (please explain where user-written stuff you refer
to
> > comes from) was originally written, I think, because someone on the
list
> > asked how to calculate the beast. As I recall, a P-value calculation
is
> > problematic as well as messy, as the applicability of the theory to
> > small samples is a matter of faith. Hence getting a bootstrap
confidence
> > interval and see if it straddles zero is surely the way to go. That
> > requires no extra programs.
> >
> > The mention of SPSS is not decisive here. Measures of association
like
> > this proliferate in the literature like mushrooms in the dark and
> > conceal as much as they reveal. StataCorp's prejudice has long been
that
> > it is better to think in terms of modelling commands.


John Antonakis

> > Does anyone have code for calculating lambda (nominal to nomial
> > association) as well as the associated approximate p-value. I know
of
> > the lambda ado file (by Nick Cox); however, is there anything else
out
> > there?
> >
> > It is strange that STATA doesn't have this measure in the tab
> > function--this is something that is "canned" in SPSS.

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