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| From | Maarten Buis <maartenlbuis@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Random permutation test for rank-dependence |
| Date | Tue, 29 Jan 2013 15:54:46 +0100 |
That is incorrect, it very much depends on the exact model and how you use -predict-. The options available to you are typically documented in -help <progname>_postestimation-, where <progname> is the name of the program you used to estimate your model. So in your case it would be -help xtprobit_postestimation-. Your first step would be the specify why coefficients would be different across persons: is it because of interaction effects or because they are random? In both cases -predict- can give you what you ask for. For the former I would (temporarily) change and further controll variables to 0 and use predict with the -xb- option. For the latter, you could use -xtmelogit- instead and afterwards use the -reffects- option for -predict-. -- Maarten On Tue, Jan 29, 2013 at 3:05 PM, Tobias Morville <tobiasmorville@gmail.com> wrote: > 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/ -- --------------------------------- 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/