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| From | "Nick Cox" <n.j.cox@durham.ac.uk> |
| To | <statalist@hsphsun2.harvard.edu> |
| Subject | RE: st: Kenward-Roger method in Stata? |
| Date | Fri, 4 Jun 2010 12:37:26 +0100 |
-hangroot- is a very nice command, but the official command -quantile- is also a direct way to check graphically whether a distribution is uniform, without any arbitrary decisions and with respect to all the information in the data. If the quantiles all line up (literally), then it's uniform. Nick n.j.cox@durham.ac.uk Maarten buis If the standard standard errors work wel for your data, then these p-value should follow a uniform distribution. If I am allowed some shameless self-promotion, I would say that I like -hangroot- for that. (see: -ssc d hangroot- and the 7th graph on <http://www.maartenbuis.nl/software/hangroot.html>). You can also look at the coverage: if 5% of the samples have a p-value less than .05. As the information necesary for computing this coverage is contained in only 5% of the samples, you need a great many of those to get a reliable estimate, say 10,000, which means you would expect around 500 rejections. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/