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7 months ago
*! version 1.0.0 TJS 9jun2000
program define nct2inv, rclass
version 6.0
args p delta df
di
if "`p'" == "" {
di in gr "Syntax for " in wh "nct2inv " in gr "is: " _n
di in wh " nct2inv " in gr "p delta df" _n
di in gr " where " in wh "p " _c
di in gr "is the desired total probability in the tails"
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 " nct2inv " in gr "computes " in wh "t'" _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(t) " in gr "and global " in wh "S_1" in gr "."
global S_1 = .
return scalar t = .
exit 9
}
if `p' < 0 | `p' > .5 {
di in re "p must be between 0 and .5"
global S_1 = .
return scalar t = .
exit 498
}
if `df' != int(`df') | `df' < 1 {
di in re "degrees of freedom must be a positive integer"
global S_1 = .
return scalar t = .
exit 498
}
capture which nct2
if _rc == 111 {
di in re "nct2inv requires installation of helper program nct2."
di in wh " (nct2 is included with the distribution files " _c
di in wh "for nct2inv"
di in wh " or can be obtained by contacting T. J. Steichen " _c
di in wh "at steicht@rjrt.com)."
global S_1 = .
return scalar t = .
exit 111
}
capture which ridder
if _rc == 111 {
di in re "nct2inv requires installation of program ridder."
di in wh " (see STB-24, insert ssi5.4 for ridder)."
global S_1 = .
return scalar t = .
exit 111
}
capture which nctprob
if _rc == 111 {
di in re "nct2inv requires installation of program nctprob."
di in wh " (contact T. J. Steichen at steicht@rjrt.com for nctprob)."
global S_1 = .
return scalar t = .
exit 111
}
local min = `delta'
local max = `delta' + 100 / sqrt(`df')
cap ridder nct2 X `delta' `df' returns macro S_1 = `p' /*
*/ from `min' to `max'
if _rc == 430 {
local min = $S_1 - 1
local max = $S_1 + 1
qui ridder nct2 X `delta' `df' returns macro S_1 = `p' /*
*/from `min' to `max'
}
if _rc == 409 {
di in re "internal error in guessing range: solution not bounded."
di in wh " (please report this error to T. J. Steichen at "
di in wh " steicht@rjrt.com, along with command attempted)."
global S_1 = .
return scalar t = .
exit 409
}
if _rc == 198 {
di in re "nct2inv requires version 3.0.5 or later of integ."
di in wh " (use " in ye "which integ " _c
di in wh "to check version number)."
global S_1 = .
return scalar t = .
exit 198
}
global S_1 = abs($S_1)
return scalar t = $S_1
di _n in gr " |t'| =" in ye %10.6f $S_1
di _n in gr " P(|t| <= " in ye $S_1 in gr " | delta = " _c
di in gr `delta' ", df = " `df' ") = 1 - " `p'
end