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st: RE: new user written program stochastic inequality


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: new user written program stochastic inequality
Date   Mon, 9 Mar 2009 10:46:18 -0000

As Martin Weiss underlined, sending attachments is explicitly deprecated
in the FAQ. (Which part of this is difficult to understand?) Also, the
same FAQ explains, in detail, that no programs automatically enter the
SSC archives. 

I looked through the program and help quickly and have the following
comments. Some identify major bugs or confusions. I have not tried to
use it or check it thoroughly. 

Given the comments below, it seems to me premature to post this program
on SSC and I advise against it. 

1. Version. The program claims -version 9.1- but the help file,
stochin.sthlp, requires Stata 10 to be automatically readable via
-help-. This should be documented or fixed (e.g. Stata 9 users advised
to convert to .hlp, or .hlp provided). 

2. Bug. There is undocumented support for -in-, but it is buggy. Any
user-specified -in- will be matched by `touse', but that is never used
after it is created. The authors do not appear to understand what
-marksample- does and how its results should be used. 

3. Limitation. The program does not support -if-. 

4. Style. The line -args varlist- is redundant. The line -tempvar sec
first- is redundant. 

5. Style. The lines 

	local `v' end 
	...
	`v'

are a roundabout way of saying -end-. 

6. Bug and inefficiency. 

	summarize `firstvar' 

should be 

	summarize `firstvar' if `touse', meanonly  

Similarly for `secondvar'. 

7. Bugs. -summarize- counts non-missings, but Mata is at first passed
all
values, including any missings. There is an undocumented and implicit
assumption that all missings have been sorted to the end. There is no
check on whether the same observations both contain non-missings for the
two variables. Comparing different numbers of values could make some
sense, but is not standard in Stata as a default. The calculation for
data contains all data for two variables, `m' for the first variable and
`l' for the second, but the shuffles work differently, with min(`m',
`l'). 

8. Limitation. The program repeatedly shuffles data. A good standard in
such programs is to provide an option for the user to set the random
number seed explicitly. 

9. Style. It is better style to return numeric scalar results as
scalars, 
not locals. 

10. Documentation. `without any assumptions' is a strong claim: mutual
independence of the values of each variable? 

11. Documentation. -sysuse auto- is irrelevant to the example following.


12. Documentation. "Non-paramteric" is a typo. "a a" is a typo.  

13. Documentation. The help refers the user to a manual entry in [R], 
but this is a user-written command, and there is no such entry. 

14. Documentation. There is no documentation of returned values.

15. Documentation. There is no statement of program authors or their 
contact details. 

16. Documentation. A URL should be provided for the paper cited. 

17. Documentation. A Stata program in this area should acknowledge (and
ideally compare) other Stata programs in similar territory e.g. Roger
Newson's -somersd-.  

18. Question. The program seems dedicated to fixed-level testing. Many
users would prefer to see P-values as well.

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

sander wagner

I attach a newly written program with help file for a test on stochastic
inequality. This is the first time i post. Will the program
automatically enter the stata archives?
The program is explained in the help files and the underlying theory is
derived from the following paper:
Schlag, Karl H. 2008,
A New Method for Constructing Exact Tests without Making any
Assumptions, Department of Economics and Business Working Paper 1109,
Universitat Pompeu Fabra

which can be downloaded on this website

http://www.iue.it/Personal/Schlag/

Any comments are highly welcome, also since this is the first program I
post, can I expect it to appear in the ssc downloads soon?

If you are interested in testing the program i could provide you with
some data for which using the test makes sense.


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