Joseph,
thank you very much for your program to calculate the boschloo test.
What a great idea to employ -ml- for the task; I'd never had thought
of it myself.
2008/2/29, Joseph Coveney <[email protected]>: [excerpts]
>
> The approach below stays within Stata 9.2 and speeds things up without going
> to Mata. With it, execution time for Eva's 30-minute example is down to
> about 40 seconds on my machine.
This is an amazing improvement over what I have got now, especially
since there is no trade-off between execution time and precision, as
it is in my implementation.
> Experience might warrant lowering or raising
> the hard-coded default of 100--a repeat of 50 worked for Eva's example, but
> for insurance I've doubled that for the default. A repeat of 10 doesn't
> work reliably: it resulted in -ml- converging on a local maximum the first
> time (start-up random number seed) and on the global maximum in a second run
> with the next-in-line random number seed.
I will recalculate all p-values using your program and play around
with this default, to see what difference it makes in various
situations. If I can find a reliable pattern, I will report back.
> The -ml search- bounds and -ml
> plot- bounds are both set for a theta from 0.01 to 0.5 by default, although
> these are both options for the user. (At least for Eva's example, a plot
> throughout the entire range of theta is symmetric about theta = 0.5, so that
> the supremum is present twice in the set. I don't know whether that's true
> in general, and so the bounds are left as options.
The function appears to be symmetric in many situations. However, if
the original fisher's test p-value is very large, and thus the
Boschloo p-value is going to be large as well, the function is not
necessarily symmetric around 0.5, and making that assumption would
result in an inaccurately low p-value.
> There are two ado-files below, -boschloo.ado- and -boschloo_ll.ado-. They
> must be saved separately where Stata can find them (-help adopath-); the
> former calls the latter. There is also an example do-file that runs Eva's
> example* with -ml search- (default) and -ml plot- options, as well as
> illustrates user-set bounds. -if-, -in-, and -nolog- options are available,
> but aren't illustrated.
Fantastic implementation, Joseph; I'm thrilled. I will make an
immediate version of your command as soon as I have a little bit of
time.
Thanks,
Eva
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