You cannot select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
63 lines
1.7 KiB
Plaintext
63 lines
1.7 KiB
Plaintext
7 months ago
|
*! version 1.0.0 TJS 9jun2000
|
||
|
|
program define nct2, rclass
|
||
|
|
version 6.0
|
||
|
|
args t delta df
|
||
|
|
tempname p1 p2 ps
|
||
|
|
|
||
|
|
if "`df'" == "" {
|
||
|
|
di in gr "Syntax for " in wh "nct2" in gr " is: " _n
|
||
|
|
di in wh " nct2 " in gr "t' delta df" _n
|
||
|
|
di in gr " where " in wh "t' " in gr "is the observed t"
|
||
|
|
di in wh " delta " in gr "is the noncentrality parameter"
|
||
|
|
di in wh " df " in gr "is the degrees of freedom" _n
|
||
|
|
di in wh " nct2 " in gr "computes " in wh "p" _c
|
||
|
|
di in gr " such that P(|t|<=" in wh "t'" in gr "| " in wh "delta" _c
|
||
|
|
di in gr ", " in wh "df" in gr ") = 1 - " in wh "p"
|
||
|
|
di in gr " and returns the value in result " _c
|
||
|
|
di in wh "r(p) " in gr "and global " in wh "S_1" in gr "."
|
||
|
|
|
||
|
|
global S_1 = .
|
||
|
|
return scalar p = .
|
||
|
|
exit 9
|
||
|
|
}
|
||
|
|
|
||
|
|
capture which nctprob
|
||
|
|
if _rc == 111 {
|
||
|
|
di in re "nct2 requires installation of program nctprob."
|
||
|
|
di in wh " (contact T. J. Steichen at steicht@rjrt.com for nctprob)."
|
||
|
|
global S_1 = .
|
||
|
|
return scalar p = .
|
||
|
|
exit 111
|
||
|
|
}
|
||
|
|
|
||
|
|
qui nctprob `t' `delta' `df'
|
||
|
|
if _rc == 198 {
|
||
|
|
di in re "nct2 requires version 3.0.5 or later of integ."
|
||
|
|
di in wh " (use " in ye "which integ " _c
|
||
|
|
di in wh "to check version number)."
|
||
|
|
global S_1 = .
|
||
|
|
return scalar p = .
|
||
|
|
exit 198
|
||
|
|
}
|
||
|
|
scalar `p2' = 1 - $S_1
|
||
|
|
|
||
|
|
local t = -`t'
|
||
|
|
qui nctprob `t' `delta' `df'
|
||
|
|
scalar `p1' = $S_1
|
||
|
|
|
||
|
|
scalar `ps' = `p2' + `p1'
|
||
|
|
global S_1 = `ps'
|
||
|
|
return scalar p = `ps'
|
||
|
|
local t = -`t'
|
||
|
|
|
||
|
|
di _n in gr " P( t <= " -`t' " | delta = " _c
|
||
|
|
di in gr `2' ", df = " `3' ") = " in ye `p1'
|
||
|
|
|
||
|
|
di in gr " P( t >= " `t' " | delta = " _c
|
||
|
|
di in gr `2' ", df = " `3' ") = " in ye `p2'
|
||
|
|
|
||
|
|
di in gr " P(|t| <= " `t' " | delta = " _c
|
||
|
|
di in gr `2' ", df = " `3' ") = " in ye `ps'
|
||
|
|
|
||
|
|
end
|