*! version 1.0.0  20 August 1993                sg43: STB-28
program define obrien
    version 3.0
    local varlist "req ex max(1)"
    local if "opt"
    local in "opt"
    local options "By(string)"
    parse "`*'"
    parse "`varlist'", parse(" ")
    confirm var `by'
    quietly tab `by' `if' `in'
    if _result(2)!=2 {
         di in red "`by' takes on " _result(2) " values, not 2"
         exit 450
    }
    quietly {
         tempvar SQ pqols p1ols p2ols pqlogit p1logit new newsq pqrs p1rs p2rs nv
egen `nv'=group(`by')
replace `nv'=`nv'-1
         gen `SQ'=`varlist'^2
         fit `by' `varlist' `SQ' `if' `in'
         scalar `pqols'=tprob(_result(5),_b[`SQ']/_se[`SQ'])
         test `varlist' `SQ'
         scalar `p1ols'=fprob(_result(3),_result(5),_result(6))
         fit `by' `varlist' `if' `in'
         scalar `p2ols'=tprob(_result(5),_b[`varlist']/_se[`varlist'])
         logistic `nv' `varlist' `SQ' `if' `in'
         scalar `pqlogit'=2*(1-normprob(abs(_b[`SQ']/_se[`SQ'])))
         test `varlist' `SQ'
         scalar `p1logit'=chiprob(_result(3),_result(6))
         logistic `nv' `varlist' `if' `in'
         egen `new'=rank(`varlist') `if' `in'
         gen `newsq'=`new'^2
         fit `by' `new' `newsq' `if' `in'
         scalar `pqrs'=tprob(_result(5),_b[`newsq']/_se[`newsq'])
         test `new' `newsq'
         scalar `p1rs'=fprob(_result(3),_result(5),_result(6))
         fit `by' `new' `if' `in'
         scalar `p2rs'=tprob(_result(5),_b[`new']/_se[`new'])
    }
di "p-values for generalized-t and generalized ranksum"
di "                       t:by OLS    t:by logistic   ranksum"
di "quadratic term: "%6.4f _skip(9) `pqols' _skip(7) %6.4f `pqlogit' /*
  */ _skip(8) %6.4f `pqrs'
di "generalize (no adj.):" _skip(4) %6.4f `p1ols' _skip(7) %6.4f `p1logit' /*
  */ _skip(8) %6.4f `p1rs'
di "generalize (adj.):" _skip(7) %6.4f min(`p1ols'*1.45,1.00) /*
  */ _skip(7) %6.4f min(`p1logit'*1.45,1.00) _skip(8) %6.4f min(`p1rs'*1.45,1.00)
di "standard:" _skip(16) %6.4f `p2ols' _skip(21) %6.4f `p2rs'
end