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.
374 lines
11 KiB
Plaintext
374 lines
11 KiB
Plaintext
7 months ago
|
program define wsanova
|
||
|
|
*! version 1.0.1 STB-47 sg103
|
||
|
|
** Author: John R. Gleason, Syracuse University, Syracuse NY, USA
|
||
|
|
** (loesljrg@ican.net)
|
||
|
|
|
||
|
|
version 5.0
|
||
|
|
|
||
|
|
local varlist "req ex min(2) max(2)"
|
||
|
|
local if "opt"
|
||
|
|
local in "opt"
|
||
|
|
local weight "aweight fweight"
|
||
|
|
local options /*
|
||
|
|
*/ "BETween(string) EPSilon ID(string) NOMatr WOnly(string)"
|
||
|
|
parse "`*'"
|
||
|
|
parse "`varlist'", parse(" ")
|
||
|
|
local Wt = substr("`exp'", 2, .)
|
||
|
|
local weight "[`weight'`exp']"
|
||
|
|
if "`id'" == "" {
|
||
|
|
di in red "option id() is required"
|
||
|
|
error 499
|
||
|
|
}
|
||
|
|
unabb `id'
|
||
|
|
local id : word 1 of $S_1
|
||
|
|
|
||
|
|
quietly {
|
||
|
|
tempvar use
|
||
|
|
mark `use' `weight' `if' `in'
|
||
|
|
markout `use' `varlist' $S_1
|
||
|
|
count if `use'
|
||
|
|
if !_result(1) { error 2000 }
|
||
|
|
local NN = _result(1)
|
||
|
|
mac drop WSAoV*
|
||
|
|
xpd `between'
|
||
|
|
local between "$S_2"
|
||
|
|
local BFact "$S_3"
|
||
|
|
local ErrB "`id'$S_4"
|
||
|
|
if "`wonly'" != "" {
|
||
|
|
xpd `wonly'
|
||
|
|
local wonly "$S_2"
|
||
|
|
local i 0
|
||
|
|
local NS : word count $S_3
|
||
|
|
while `i' < `NS' {
|
||
|
|
local i = `i' + 1
|
||
|
|
local a : word `i' of $S_3
|
||
|
|
if "`a'" != "`2'" & !index("`BFact'", "`a'") {
|
||
|
|
di in red "`a' not among the Between factors"
|
||
|
|
error 499
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
else {
|
||
|
|
local wonly "`2'"
|
||
|
|
local i 0
|
||
|
|
local NS : word count `between'
|
||
|
|
while `i' < `NS' {
|
||
|
|
local i = `i' + 1
|
||
|
|
local a : word `i' of `between'
|
||
|
|
local wonly "`wonly' `2'*`a'"
|
||
|
|
}
|
||
|
|
}
|
||
|
|
local ifuse "if `use'"
|
||
|
|
local epsilon = "`epsilon'" != ""
|
||
|
|
if `epsilon' {
|
||
|
|
qui tab `id' `ifuse'
|
||
|
|
local NS = _result(2)
|
||
|
|
qui tab `2' `ifuse'
|
||
|
|
local NW = _result(2)
|
||
|
|
if `NN' != `NW'*`NS' {
|
||
|
|
di in red "epsilon option is invalid with missing data"
|
||
|
|
error 499
|
||
|
|
}
|
||
|
|
local i 1
|
||
|
|
qui cap assert _N >= 0
|
||
|
|
while !_rc {
|
||
|
|
local i = `i' + 1
|
||
|
|
cap matrix drop WSAoV`i'
|
||
|
|
cap matrix drop WSAov`i'
|
||
|
|
}
|
||
|
|
|
||
|
|
preserve
|
||
|
|
keep `ifuse'
|
||
|
|
keep `varlist' `id' `BFact' `Wt'
|
||
|
|
local ifuse
|
||
|
|
sort `BFact' `id' `2'
|
||
|
|
tempvar Group
|
||
|
|
if "`BFact'" == "" { gen byte `Group' = 1 }
|
||
|
|
else {
|
||
|
|
by `BFact': gen int `Group' = _n==_N
|
||
|
|
replace `Group' = sum(`Group')
|
||
|
|
by `BFact': replace `Group' = /*
|
||
|
|
*/ 1 + `Group' + cond(_n==_N,-1,0)
|
||
|
|
}
|
||
|
|
global WSAoV_VN "`1'"
|
||
|
|
global WSAoV_WV : display %8.0g `2'[1]
|
||
|
|
local t : type `1'
|
||
|
|
local i 1
|
||
|
|
while `i' < `NW' {
|
||
|
|
local i = `i' + 1
|
||
|
|
tempvar y`i'
|
||
|
|
by `BFact' `id': gen `t' `y`i'' = `1'[`i'] if _n==1
|
||
|
|
global WSAoV_VN "$WSAoV_VN `y`i''"
|
||
|
|
local vl : display %8.0g `2'[`i']
|
||
|
|
global WSAoV_WV "$WSAoV_WV `vl'"
|
||
|
|
}
|
||
|
|
|
||
|
|
tempname Adf
|
||
|
|
local i = `NW' - 1
|
||
|
|
matrix WSAoV_c = J(`i', `NW', 0)
|
||
|
|
local i 1
|
||
|
|
while `i' < `NW' {
|
||
|
|
scalar `Adf' = sqrt(1/(`i'*(`i'+1)))
|
||
|
|
local a 0
|
||
|
|
while `a' < `i' {
|
||
|
|
local a = `a' + 1
|
||
|
|
matrix WSAoV_c[`i',`a'] = `Adf'
|
||
|
|
}
|
||
|
|
local a = `a' + 1
|
||
|
|
matrix WSAoV_c[`i',`a'] = -`i'*`Adf'
|
||
|
|
local i = `i' + 1
|
||
|
|
}
|
||
|
|
matrix WSAoV_ = J(`NW', `NW', 0)
|
||
|
|
matrix WSAov_ = J(1, `NW', 0)
|
||
|
|
global WSAoV_DF 0
|
||
|
|
qui summ `Group', meanonly
|
||
|
|
local NG = _result(6) /* #(groups) */
|
||
|
|
sort `y2' /* put usable rows at the top */
|
||
|
|
local i 0
|
||
|
|
while `i' < `NG' {
|
||
|
|
local i = `i' + 1
|
||
|
|
GetM `i' if `Group'==`i' in 1/`NS'
|
||
|
|
GetE WSAoV`i' WSAoV_c
|
||
|
|
}
|
||
|
|
scalar `Adf' = 1/$WSAoV_DF
|
||
|
|
matrix WSAoV_ = `Adf' * WSAoV_
|
||
|
|
matrix rownames WSAoV_ = $WSAoV_WV
|
||
|
|
matrix colnames WSAoV_ = $WSAoV_WV
|
||
|
|
matrix rownames WSAov_ = Means
|
||
|
|
matrix colnames WSAov_ = $WSAoV_WV
|
||
|
|
if "`BFact'" == "" { matrix drop WSAoV1 WSAov1 }
|
||
|
|
else {
|
||
|
|
global WSAoV_df "${WSAoV_df}$WSAoV_DF"
|
||
|
|
GetE WSAoV_ WSAoV_c
|
||
|
|
}
|
||
|
|
matrix drop WSAoV_c
|
||
|
|
if "`nomatr'" != "" { matrix drop $WSAoVmn WSAoV_ WSAov_ }
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
global WSAoVcmd "`varlist' `weight' `if' `in', id(`id')"
|
||
|
|
if "`between'" != "" {
|
||
|
|
global WSAoVcmd "$WSAoVcmd bet(`between')"
|
||
|
|
qui anova `1' `between' `2' `weight' `ifuse'
|
||
|
|
GetF `between'
|
||
|
|
qui test `between'
|
||
|
|
local BetSS = _result(2)
|
||
|
|
local BetDF = _result(3)
|
||
|
|
}
|
||
|
|
qui anova `1' `between' `ErrB' `wonly' `weight' `ifuse'
|
||
|
|
local ErrWdf = _result(5)
|
||
|
|
local ErrWss = _result(4)
|
||
|
|
local TotSS = _result(2) + _result(4)
|
||
|
|
local TotDF = _result(3) + _result(5)
|
||
|
|
|
||
|
|
di _new _sk(27) in gr "Number of obs =" in ye %8.0g _result(1) /*
|
||
|
|
*/ _sk(5) in gr "R-squared" _sk(5) "=" in ye %8.4f /*
|
||
|
|
*/ _result(7) _new _sk(27) in gr "Root MSE" _sk(6) /*
|
||
|
|
*/ "=" in ye %8.0g _result(9) _sk(5) in gr /*
|
||
|
|
*/ "Adj R-squared =" in ye %8.4f _result(8) _new _new /*
|
||
|
|
*/ _sk(18) in gr "Source | Partial SS df" _sk(7) /*
|
||
|
|
*/ "MS" _sk(11) "F" _sk(5) "Prob > F" _new _sk(14) /*
|
||
|
|
*/ _dup(11) "-" "+" _dup(52) "-"
|
||
|
|
|
||
|
|
qui test `ErrB'
|
||
|
|
local t1 = _result(2)
|
||
|
|
local df_eB = _result(3)
|
||
|
|
global WSAoV_Ft "${WSAoV_Ft}`t1' `df_eB'"
|
||
|
|
local MSeB = _result(2)/_result(3)
|
||
|
|
if "`between'" != "" {
|
||
|
|
/* do the Between SS and df line */
|
||
|
|
local t1 = `BetSS' / `BetDF'
|
||
|
|
local t2 = `t1' / `MSeB'
|
||
|
|
di _sk(4) in gr "Between subjects: | " in ye %11.0g /*
|
||
|
|
*/ `BetSS' %6.0g `BetDF' " " %11.0g /*
|
||
|
|
*/ `t1' %11.2f `t2' %11.4f /*
|
||
|
|
*/ fprob(`BetDF', _result(3), `t2')
|
||
|
|
}
|
||
|
|
PutF `between' `ErrB'
|
||
|
|
qui test `wonly'
|
||
|
|
if "`between'" != "" {
|
||
|
|
di in gr _sk(25) "|" _new _sk(5) "Within subjects: | " /*
|
||
|
|
*/ in ye %11.0g _result(2) %6.0g _result(3) " " %11.0g /*
|
||
|
|
*/ _result(2)/_result(3) %11.2f _result(6) %11.4f /*
|
||
|
|
*/ fprob(_result(3), _result(5), _result(6))
|
||
|
|
}
|
||
|
|
GetF `wonly'
|
||
|
|
global WSAoV_Ft "${WSAoV_Ft}`ErrWss' `ErrWdf'"
|
||
|
|
PutF `wonly' Residual
|
||
|
|
di in gr _sk(14) _dup(11) "-" "+" _dup(52) "-" _new _sk(19) /*
|
||
|
|
*/ "Total | " in ye %11.0g `TotSS' %6.0g `TotDF' " " /*
|
||
|
|
*/ %11.0g `TotSS'/`TotDF'
|
||
|
|
if `epsilon' {
|
||
|
|
#delimit ;
|
||
|
|
di in bl _new _sk(6)
|
||
|
|
"Note: Within subjects F-test(s) above assume sphericity of"
|
||
|
|
" residuals;" _new _sk(12)
|
||
|
|
"p-values corrected for lack of sphericity appear below.";
|
||
|
|
#delimit cr
|
||
|
|
local dfw = `NW' - 1
|
||
|
|
local i : word count $WSAoV_E
|
||
|
|
local eps : word `i' of $WSAoV_E
|
||
|
|
local i = `dfw' * `eps'
|
||
|
|
local i = min(1, (`NS'*`i' - 2)/ (`dfw'*(`df_eB' - `i')) )
|
||
|
|
di in gr _new "Greenhouse-Geisser (G-G) epsilon:", in ye /*
|
||
|
|
*/ %6.4f `eps' _new in gr "Huynh-Feldt (H-F) epsilon:", /*
|
||
|
|
*/ in ye %6.4f `i' _new in gr _sk(46) "Sphericity" /*
|
||
|
|
*/ _sk(6) "G-G" _sk(8) "H-F" _new _sk(18) "Source |" /*
|
||
|
|
*/ _sk(5) "df" _sk(8) "F" _sk(3) _dup(3) " Prob > F" /*
|
||
|
|
*/ _new _sk(14) _dup(11) "-" "+" _dup(52) "-"
|
||
|
|
X `ErrWdf' `eps' `i' `wonly'
|
||
|
|
}
|
||
|
|
macro drop WSAoV_VN WSAoV_WV WSAoV_Ft WSAoVmn
|
||
|
|
end
|
||
|
|
|
||
|
|
|
||
|
|
program define unabb
|
||
|
|
local varlist "req ex"
|
||
|
|
parse "`*'"
|
||
|
|
global S_1 "`varlist'"
|
||
|
|
end
|
||
|
|
|
||
|
|
|
||
|
|
program define GetM
|
||
|
|
local I `1'
|
||
|
|
local name "WSAoV`1'"
|
||
|
|
local Mname "WSAov`1'"
|
||
|
|
global WSAoVmn "${WSAoVmn}`name' `Mname' "
|
||
|
|
mac shift
|
||
|
|
matrix accum `name' = $WSAoV_VN `*', dev nocon means(`Mname')
|
||
|
|
local a = _result(1) - 1
|
||
|
|
matrix rownames `name' = $WSAoV_WV
|
||
|
|
matrix colnames `name' = $WSAoV_WV
|
||
|
|
matrix rownames `Mname' = Means
|
||
|
|
matrix colnames `Mname' = $WSAoV_WV
|
||
|
|
tempname Adf XB XB2
|
||
|
|
scalar `Adf' = _result(1)
|
||
|
|
matrix `XB' = `Adf' * `Mname'
|
||
|
|
scalar `Adf' = $WSAoV_DF + `I' - 1
|
||
|
|
matrix `XB2' = `Adf'*WSAov_
|
||
|
|
matrix `XB' = `XB' + `XB2'
|
||
|
|
scalar `Adf' = 1/(_result(1) + `Adf')
|
||
|
|
matrix WSAov_ = `Adf' * `XB'
|
||
|
|
global WSAoV_df "${WSAoV_df}`a' "
|
||
|
|
global WSAoV_DF = $WSAoV_DF + `a'
|
||
|
|
matrix WSAoV_ = WSAoV_ + `name'
|
||
|
|
scalar `Adf' = 1/(_result(1)-1)
|
||
|
|
matrix `name' = `Adf' * `name'
|
||
|
|
end
|
||
|
|
|
||
|
|
|
||
|
|
program define GetE
|
||
|
|
tempname A a1
|
||
|
|
matrix `A' = `2' * `1'
|
||
|
|
matrix `A' = `A' * `2''
|
||
|
|
scalar `a1' = trace(`A')
|
||
|
|
matrix `A' = `A' * `A'
|
||
|
|
local eps = `a1'*`a1'/(rowsof(`2')*trace(`A'))
|
||
|
|
local eps : display %9.0g `eps'
|
||
|
|
global WSAoV_E "${WSAoV_E}`eps' "
|
||
|
|
end
|
||
|
|
|
||
|
|
|
||
|
|
program define X
|
||
|
|
local dfEw = `1'
|
||
|
|
local E1 = `2'
|
||
|
|
local E2 = `3'
|
||
|
|
mac shift 3
|
||
|
|
local i 0
|
||
|
|
while "`1'" != "" {
|
||
|
|
Brk `1'
|
||
|
|
local i = `i' + 1
|
||
|
|
local F : word `i' of $WSAoV_Ft
|
||
|
|
local i = `i' + 1
|
||
|
|
local df1 : word `i' of $WSAoV_Ft
|
||
|
|
di in ye %6.0g `df1' _sk(1) /*
|
||
|
|
*/ %10.2f `F' _sk(4) %8.4f fprob(`df1', `dfEw', `F') /*
|
||
|
|
*/ _sk(3) %8.4f fprob(`df1'*`E1', `dfEw'*`E1', `F') /*
|
||
|
|
*/ _sk(3) %8.4f fprob(`df1'*`E2', `dfEw'*`E2', `F')
|
||
|
|
mac shift
|
||
|
|
}
|
||
|
|
end
|
||
|
|
|
||
|
|
|
||
|
|
program define xpd
|
||
|
|
macro drop S_2 S_3 S_4
|
||
|
|
parse "`*'", parse(" *")
|
||
|
|
local i 1
|
||
|
|
while "``i''" != "" {
|
||
|
|
local Sp = `i' + 1
|
||
|
|
if "``Sp''" == "*" { local Sp }
|
||
|
|
else { local Sp " " }
|
||
|
|
if "``i''" != "*" {
|
||
|
|
unabb ``i''
|
||
|
|
if !index("$S_3", "$S_1") {
|
||
|
|
global S_3 "${S_3}$S_1 "
|
||
|
|
global S_4 "${S_4}*$S_1"
|
||
|
|
}
|
||
|
|
global S_2 "${S_2}$S_1`Sp'"
|
||
|
|
}
|
||
|
|
else {
|
||
|
|
global S_2 "${S_2}*"
|
||
|
|
}
|
||
|
|
local i = `i' + 1
|
||
|
|
}
|
||
|
|
end
|
||
|
|
|
||
|
|
|
||
|
|
program define GetF
|
||
|
|
global WSAoV_Ft
|
||
|
|
while "`1'" != "" {
|
||
|
|
qui test `1'
|
||
|
|
local t1 = _result(2)
|
||
|
|
local t2 = _result(3)
|
||
|
|
global WSAoV_Ft "${WSAoV_Ft}`t1' `t2' "
|
||
|
|
mac shift
|
||
|
|
}
|
||
|
|
end
|
||
|
|
|
||
|
|
|
||
|
|
program define PutF
|
||
|
|
local T : word count $WSAoV_Ft
|
||
|
|
local dfe : word `T' of $WSAoV_Ft
|
||
|
|
local T = `T' - 1
|
||
|
|
local MSe : word `T' of $WSAoV_Ft
|
||
|
|
local MSe = `MSe' / `dfe'
|
||
|
|
local i 0
|
||
|
|
while "`1'" != "" {
|
||
|
|
Brk `1'
|
||
|
|
local i = `i' + 1
|
||
|
|
local SS : word `i' of $WSAoV_Ft
|
||
|
|
local i = `i' + 1
|
||
|
|
local df : word `i' of $WSAoV_Ft
|
||
|
|
local MS = `SS' / `df'
|
||
|
|
local F = `MS' / `MSe'
|
||
|
|
di in ye %11.0g `SS' %6.0g `df', %11.0g `MS' _con
|
||
|
|
if `F' != 1.0 {
|
||
|
|
di in ye %11.2f `F', %10.4f fprob(`df', `dfe', `F')
|
||
|
|
local FT "`FT'`F' `df' "
|
||
|
|
}
|
||
|
|
else { di " " }
|
||
|
|
|
||
|
|
mac shift
|
||
|
|
}
|
||
|
|
global WSAoV_Ft "`FT'"
|
||
|
|
end
|
||
|
|
|
||
|
|
|
||
|
|
program define Brk
|
||
|
|
local L 24
|
||
|
|
parse "`*'", parse("*")
|
||
|
|
local i 1
|
||
|
|
while "``i''" != "" {
|
||
|
|
local a
|
||
|
|
local j = `i' + 1
|
||
|
|
while length("`a'``i''``j''") < `L' & "``i''" != "" {
|
||
|
|
local a "`a'``i''``j''"
|
||
|
|
local i = `i' + 2
|
||
|
|
local j = `i' + 1
|
||
|
|
}
|
||
|
|
local j = `L' - length("`a'")
|
||
|
|
di `New' _dup(`j') " " in gr "`a' | " _con
|
||
|
|
local New "_new"
|
||
|
|
}
|
||
|
|
end
|