Re: st: RE: save p-values from Kruskal-Wallis-test

[Nick Winter <nw53@cornell.edu>]

I note that the -kwallis- ado file reports a probability of 0.0001 whenever 
the actual chi2tail value is less than 0.0001, and to add (1e-20) to the 
value of the statistic before calculating the probability.

The relevant bit of code is:

     max(chiprob(`Grp'[_N]-1,`K'+(1e-20)),.0001);

Presumably it never makes a substantive difference that the p-level is 
reported as 0.0001 when it is, in fact "less than 0.0001."  But this seems 
odd (at best) to me, and inconsistent with Stata's style of reporting 
p-levels in other cases.  Anyone aware of any reason for this?

--Nick Winter

--


At 04:44 AM 6/1/2005, you wrote:

> return list
>
> shows that the chi2 value and the degrees of freedon are saved in r(df) 
> and r(chi2)
>
> So the p-value is chi2tail(`r(df)',`r(chi2)')
>
>
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of BBS
> Querschnittsprojekt: Gerhard Sch�n
> Sent: Wednesday, 1 June 2005 3:57 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: save p-values from Kruskal-Wallis-test
>
>
> Dear all,
>
> I have to save p-values from a Kruskal-Wallis-test.
> Unfortunately the command kwallis doesn't return p-
> values.
>
> . sysuse auto
> . kwallis price, by(foreign)
> . return list
>
> Is there a way to obtain p-values from Kruskal-Wallis-
> test in a (e)return list; maybe within other commands?
>
> Thanks,
> Gerhard
>
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--------------------------------------------------------
Nicholas Winter                           607.255.8819 t
Assistant Professor                       607.255.4530 f
Department of Government              nw53@cornell.edu e
308 White Hall            falcon.arts.cornell.edu/nw53 w
Cornell University
Ithaca, NY 14853-4601 

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