Stata 15 help for permute

[R] permute -- Monte Carlo permutation tests


Compute permutation test

permute permvar exp_list [, options] : command

Report saved results

permute [varlist] [using filename] [, display_options]

options Description ------------------------------------------------------------------------- Main reps(#) perform # random permutations; default is reps(100) left|right compute one-sided p-values; default is two-sided

Options strata(varlist) permute within strata saving(filename, ...) save results to filename; save statistics in double precision; save results to filename every # replications

Reporting level(#) set confidence level; default is level(95) noheader suppress table header nolegend suppress table legend verbose display full table legend nodrop do not drop observations nodots suppress replication dots dots(#) display dots every # replications noisily display any output from command trace trace command title(text) use text as title for permutation results

Advanced eps(#) numerical tolerance; seldom used nowarn do not warn when e(sample) is not set force do not check for weights or svy commands; seldom used reject(exp) identify invalid results seed(#) set random-number seed to # ------------------------------------------------------------------------- weights are not allowed in command.

display_options Description ------------------------------------------------------------------------- left|right compute one-sided p-values; default is two-sided level(#) set confidence level; default is level(95) noheader suppress table header nolegend suppress table legend verbose display full table legend title(text) use text as title for results eps(#) numerical tolerance; seldom used -------------------------------------------------------------------------


Statistics > Resampling > Permutation tests


permute estimates p-values for permutation tests on the basis of Monte Carlo simulations. Typing

. permute permvar exp_list, reps(#): command

randomly permutes the values in permvar # times, each time executing command and collecting the associated values from the expressions in exp_list.

These p-value estimates can be one-sided: Pr(T* < T) or Pr(T* > T). The default is two-sided: Pr(|T*| > |T|). Here T* denotes the value of the statistic from a randomly permuted dataset, and T denotes the statistic as computed on the original data.

permvar identifies the variable whose observed values will be randomly permuted.

command defines the statistical command to be executed. Most Stata commands and user-written programs can be used with permute, as long as they follow standard Stata syntax. The by prefix may not be part of command.

exp_list specifies the statistics to be collected from the execution of command.

permute may be used for replaying results, but this feature is appropriate only when a dataset generated by permute is currently in memory or is identified by the using option. The variables specified in varlist in this context must be present in the respective dataset.


+------+ ----+ Main +-------------------------------------------------------------

reps(#) specifies the number of random permutations to perform. The default is 100.

left or right requests that one-sided p-values be computed. If left is specified, an estimate of Pr(T* < T) is produced, where T* is the test statistic and T is its observed value. If right is specified, an estimate of Pr(T* > T) is produced. By default, two-sided p-values are computed; that is, Pr(|T*| > |T|) is estimated.

+---------+ ----+ Options +----------------------------------------------------------

strata(varlist) specifies that the permutations be performed within each stratum defined by the values of varlist.

saving(filename [, suboptions]) creates a Stata data file (.dta file) consisting of (for each statistic in exp_list) a variable containing the replicates.

See prefix_saving_option for details about suboptions.

+-----------+ ----+ Reporting +--------------------------------------------------------

level(#) specifies the confidence level, as a percentage, for confidence intervals. The default is level(95) or as set by set level.

noheader suppresses display of the table header. This option implies the nolegend option.

nolegend suppresses display of the table legend. The table legend identifies the rows of the table with the expressions they represent.

verbose requests that the full table legend be displayed. By default, coefficients and standard errors are not displayed.

nodrop prevents permute from dropping observations outside the if and in qualifiers. nodrop will also cause permute to ignore the contents of e(sample) if it exists as a result of running command. By default, permute temporarily drops out-of-sample observations.

nodots suppresses display of the replication dots. By default, one dot character is displayed for each successful replication. A red 'x' is displayed if command returns an error or if one of the values in exp_list is missing.

dots(#) displays dots every # replications. dots(0) is a synonym for nodots.

noisily requests that any output from command be displayed. This option implies the nodots option.

trace causes a trace of the execution of command to be displayed. This option implies the noisily option.

title(text) specifies a title to be displayed above the table of permutation results; the default title is Monte Carlo permutation results.

+----------+ ----+ Advanced +---------------------------------------------------------

eps(#) specifies the numerical tolerance for testing |T*| > |T|, T* < T, or T* > T. These are considered true if, respectively, |T*| > |T| - #, T* < T + #, or T* > T - #. The default is 1e-7. You will not have to specify eps() under normal circumstances.

nowarn suppresses the printing of a warning message when command does not set e(sample).

force suppresses the restriction that command may not specify weights or be a svy command. permute is not suited for weighted estimation, thus permute should not be used with weights or svy. permute reports an error when it encounters weights or svy in command if the force option is not specified. This is a seldom used option, so use it only if you know what you are doing!

reject(exp) identifies an expression that indicates when results should be rejected. When exp is true, the resulting values are reset to missing values.

seed(#) sets the random-number seed. Specifying this option is equivalent to typing the following command prior to calling permute:

. set seed #


--------------------------------------------------------------------------- Setup . webuse permutexmpl

Test whether a drug treatment increases the development of cells relative to a placebo . permute y sum=r(sum), saving(permdish) right nodrop nowarn: summarize y if treatment

Replay results, requesting 80% confidence intervals . permute using permdish, level(80)

--------------------------------------------------------------------------- Setup . webuse permute2

Use the Wilcoxon rank-sum test to determine if two independent samples are from populations with the same distribution . permute y z=r(z), reps(10000) nowarn nodots: ranksum y, by(group)

--------------------------------------------------------------------------- Setup . webuse lbw

Use logistic regression to test for an association between smoking and low birthweight . permute smoke x2=e(chi2), reps(10000) nodots: logit low smoke


Stored results

permute stores the following in r():

Scalars r(N) sample size r(N_reps) number of requested replications r(level) confidence level r(k_exp) number of standard expressions r(k_eexp) number of _b/_se expressions

Macros r(cmd) permute r(command) command following colon r(permvar) permutation variable r(title) title in output r(exp#) #th expression r(left) left or empty r(right) right or empty r(rngstate) random-number state used r(event) T <= T(obs), T >= T(obs), or |T| <= |T(obs)|

Matrices r(b) observed statistics r(c) count when r(event) is true r(reps) number of nonmissing results r(p) observed proportions r(se) standard errors of observed proportions r(ci) confidence intervals of observed proportions

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