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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: new package simpplot available from SSC |

Date |
Mon, 18 Jun 2012 16:51:08 +0200 |

Thanks to Kit Baum a new package, simpplot, is now available from SSC. This package is intended for use after a simulation in which you stored the p-values of a test. Such a simulation experiment is typically done to check the coverage of that test. The logic of a test is that it is a good procedure for making decisions because you will incorrectly reject a true null-hypothesis only alpha % of the times you apply that procedure, where alpha is the level of significance of your choice, typically 5%. For more complex tests the computation typically depends on some asymptotics and/or some approximations, and we might wonder whether the chance of rejecting a true null-hypothesis is really (close to) the nominal level of significance. We could check that by repeatedly creating a random sample in which the null-hypothesis is true, perform the test, and store the p-values of each test. We should reject 5% of the iterations at the 5% significance level, 1% at the 1% significance level, 10% at the 10% significance level, etc. -simpplot- takes the p-values returned by a simulation and compares the observed coverage with each possible nominal significance level by showing the deviation from each nominal significance level. Moreover, it also shows the region in which one would expect most simulations to remain if we were to repeat the simulation experiment many times and we were simulating a well behaved test. An example of such a graph can be seen here: <http://www.maartenbuis.nl/software/simpplot.html>. As always, this package can be installed by typing in Stata -ssc install simpplot-. I hope some of you will find it useful, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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