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st: RE: re : Permbands : question about bord effects

From   "Nick Cox" <>
To   <>
Subject   st: RE: re : Permbands : question about bord effects
Date   Mon, 17 Aug 2009 19:54:34 +0100

-permband- was a program published in the STB in 1999. 

STB-47  sbe25 . . . . .  Assessing the gof of age-specific reference intervals
        (help xriqtest, permband if installed)  . . . E. Wright and P. Royston
        1/99    pp.8--15; STB Reprints Vol 8, pp.100--108
        two methods are presented for assessing the goodness-of-fit
        of age-specific reference intervals

Please remember to specify the location of user-written program you refer to, as requested in the FAQ. 

It seems that no one on the list is using -permband-. The first author is not obviously now active as a Stata user. The second author, Patrick Royston, is not a member of Statalist, but a -search- for -ice- will reveal his current contact details. 



I try to understand how permbands are performed, and there is an incoherence between what I understand and my results.
Here is what we find in the help :

In many applications it may be hypothesised that yvar is independent of xvar.
permband first smooths yvar^moment on xvar using a locally linear smoother
(running). The process is then repeated reps(#) times, with the order of
the yvar values permuted at random at each replicate. The minimum and maximum
values of the resulting smooths at each value of xvar form the "permutation
band". This band and the original smooth are plotted against xvar. 
If yvar^moment and xvar are independent we would expect the original smooth to
wander between the lower and upper boundaries of the permutation band. If
it crosses a boundary somewhere, there may be evidence of dependence. Based
on 50 replications and the default span, the proportions of values expected 
outside the permutation band have been evaluated and are formulated as a 
hypothesis test. For more details see Royston and Wright (1998).

I use permband with a variable which is supposed standard normal, and independant of age.
My syntax is : 
permband Z_ml age, moment(1)
What I don't understand is why the permbands are always larger at the extreme values of age,
whereas the permutation are made with the same values whatever the age : 
Is there an age-grouping for performing permutations ?

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