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Re: st: Random permutation test for rank-dependence

From   Tobias Morville <>
Subject   Re: st: Random permutation test for rank-dependence
Date   Tue, 29 Jan 2013 09:36:26 +0100

Hi Nick. Thanks for pointing out the -permute- command, don't know how
i've missed it.

Im still on bare ground with regard to Q1. If anyone has any input,
ill appriciate it.


2013/1/28 Nick Cox <>:
> 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
> <> 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!
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