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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Random permutation test for rank-dependence |

Date |
Mon, 28 Jan 2013 18:20:58 +0000 |

I haven't tried to understand all this, but your opening to Q2 is incomplete. Stata has a -permute- command that transcends the specific oldstyle testing commands you mention. I won't be able to add more, but if you overlooked that, you probably overlooked other things too. Nick On Mon, Jan 28, 2013 at 5:23 PM, Tobias Morville <tobiasmorville@gmail.com> wrote: > i have a question regarding random permutation testing in stata. > > I need to test for rank-dependence and sign-dependence, over several > variables within each subject, and across subjects. Doing that i have > two basic questions. But first, this is the (simplified) model I'm > estimating: > > Model: -xtprobit dummy var1 var2 var3 var1*var2 var1*var3, re- > > And I'm doing this for 18 different subjects, that each have ~250 > observations. They are all stacked onto each other, in one dataset. > > Q1: How [...] do i add parameter coefficients as new > variables? I've googled this, and stumbled upon -estimates- module and > -statsby-. But none of them really satisfy my needs. > > What i really want, is a new variable (in a column) where parameter > estimates are continuously reported to. Lets say subject_1 has 250 > trials, then I want 250 values of b1 - which i assume is the parameter > coefficient of var1 - to be my new variable. And so forth with all the > other subjects, resulting in my new b1-parameter-value-variable having > 18*~250 observations. > > I've done, -Estimates store- just produces b1 b2 b3 b4 b5, a "group > level" coefficient for each of the variables (and interaction terms), > which is not really satisfying for my need when wanting to do a random > permutation test. > > Q2: For the random permutation test, stata has two non-parametric > choices. -Ranksum- and -Median-, where the first only allows testing > between two groups and the latter is an equility-of-median test, which > is not really useful for me. > > Basically i would like to do a -ranksum- test, but between all 18 > subjects, which ranksum does not allow. Is there any alternative way > of doing this? > > Background: > > I have a variable that is randomly distributed (it's a die) and i want > to see if the number of eyes on that die affects how people gamble. > When i include it as a simple regressor, it shows up significant. But > not knowing if that (not logical - a rational agent should know its > random) weigh on the die, is the same across subjects, and within each > subject. Basically, i want to be able to say something about "how > much" the die weights for different subjects, but because its > non-linear, i can't compare a coefficient value of 2 to 4, and say its > the double effect. Neither can i say that subject 1's coefficient of > 5, is a lower effect of subject 2's coefficient of 7. And i need to > find out, if i can at least, say something about the rank of the > coefficient estimates. > > Hope you can help me out as I'm rather lost! * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Random permutation test for rank-dependence***From:*Tobias Morville <tobiasmorville@gmail.com>

**References**:**st: Random permutation test for rank-dependence***From:*Tobias Morville <tobiasmorville@gmail.com>

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