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| From | Tobias Morville <tobiasmorville@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Random permutation test for rank-dependence |
| Date | Tue, 29 Jan 2013 15:05:15 +0100 |
Hi Maarten. Yes i did. If i understand it correctly, -predict- gives me the predicted values (and se.) for the entire model, and not the parameter values of the regressors. 2013/1/29 Maarten Buis <maartenlbuis@gmail.com>: > Did you take a look at -predict-? > > On Tue, Jan 29, 2013 at 9:36 AM, Tobias Morville wrote: >> 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. >> >> best, >> Tobias >> >> 2013/1/28 Nick Cox <njcoxstata@gmail.com>: >>> 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/ >> * >> * 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/ > > > > -- > --------------------------------- > Maarten L. Buis > WZB > Reichpietschufer 50 > 10785 Berlin > Germany > > http://www.maartenbuis.nl > --------------------------------- > * > * 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/ * * 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/