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RE: st: Kenward-Roger method in Stata?

From   "Nick Cox" <>
To   <>
Subject   RE: st: Kenward-Roger method in Stata?
Date   Fri, 4 Jun 2010 12:37:26 +0100

-hangroot- is a very nice command, but the official command -quantile- is also a direct way to check graphically whether a distribution is uniform, without any arbitrary decisions and with respect to all the information in the data. If the quantiles all line up (literally), then it's uniform. 


Maarten buis

If the standard standard errors work wel for your data, then
these p-value should follow a uniform distribution.  If I am
allowed some shameless self-promotion, I would say that I like
-hangroot-  for that. (see: -ssc d hangroot- and the 7th graph 
on <>). You can
also look at the coverage: if 5% of the samples have a p-value
less than .05. As the information necesary for computing this
coverage is contained in only 5% of the samples, you need a 
great many of those to get a reliable estimate, say 10,000, 
which means you would expect around 500 rejections.

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