Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
RE: st: Kenward-Roger method in Stata?
From
"Nick Cox" <[email protected]>
To
<[email protected]>
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
[email protected]
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/