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


From   John Antonakis <[email protected]>
To   [email protected]
Subject   Re: st: RE: lambda--p-value
Date   Mon, 08 Dec 2008 21:25:58 +0100

Thanks Marin, Nick.

Best,
John



Nick Cox wrote:
> Martin said it; except that if you care, you might as well use a few
> thousand -reps()-.
>
> Nick
> [email protected]
>
> 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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