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Re: st: RE: lambda--p-value


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   Re: st: RE: lambda--p-value
Date   Mon, 8 Dec 2008 21:05:49 +0100

sysuse auto, clear
bootstrap r(lambda), reps(50) : lambda rep f

HTH
Martin
_______________________
----- Original Message ----- From: "John Antonakis" <[email protected]>
To: <[email protected]>
Sent: Monday, December 08, 2008 9:01 PM
Subject: Re: st: RE: lambda--p-value


Hi Nick:

How does one use the bootstrap with your lamda ado file? I am not following what you have suggested.

Thanks.
John.

Nick Cox wrote:
> -lambda- on SSC (please explain where user-written stuff you refer to
> comes from) was originally written, I think, because someone on the list
> asked how to calculate the beast. As I recall, a P-value calculation is
> problematic as well as messy, as the applicability of the theory to
> small samples is a matter of faith. Hence getting a bootstrap confidence
> interval and see if it straddles zero is surely the way to go. That
> requires no extra programs.
>
> The mention of SPSS is not decisive here. Measures of association like
> this proliferate in the literature like mushrooms in the dark and
> conceal as much as they reveal. StataCorp's prejudice has long been that
> it is better to think in terms of modelling commands.
>
> Nick
> [email protected]
>
> John Antonakis
>
> Does anyone have code for calculating lambda (nominal to nomial
> association) as well as the associated approximate p-value. I know of
> the lambda ado file (by Nick Cox); however, is there anything else out
> there?
>
> It is strange that STATA doesn't have this measure in the tab
> function--this is something that is "canned" in SPSS.
>
>
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