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113 lines
3.2 KiB
Plaintext
113 lines
3.2 KiB
Plaintext
8 months ago
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*! version 1.0.0 TJS 9jun2000
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program define nctn, rclass
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version 6.0
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args t delta p st
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if "`st'" != "step" {local star "*"}
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if lower("`st'") == "z" { local zstar " "}
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else {local zstar "*"}
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if "`p'" == "" {
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di in gr "Syntax for " in wh "nctn" in gr " is:" _n
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di in wh " nctn " in gr "t' delta p" _n
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di in gr " where " in wh "t' " in gr "is the observed t"
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di in wh " delta " in gr "is the noncentrality parameter"
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di in wh " p " in gr "is the probability" _n
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di in wh " nctn " in gr "computes the minimum " in wh "n" _c
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di in gr " such that, for " in wh "df " in gr "= " in wh "n" _c
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di in gr " - 1, "
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di in gr " when " in wh "p" in gr " < 0.5," _c
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di in gr " P(t<=" in wh "t'" in gr "|" in wh "delta" _c
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di in gr ", " in wh "df" in gr ") <= " in wh "p" in gr ", and "
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di in gr " when " in wh "p" in gr " > 0.5," _c
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di in gr " 1 - P(t<=" in wh "t'" in gr "|" in wh "delta" _c
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di in gr ", " in wh "df" in gr ") <= " in wh "p" in gr "." _n
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di in gr " The minimum " in wh "n" in gr " is returned in result " _c
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di in wh "r(n) " in gr "and global " in wh "S_1" in gr "."
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global S_1 = .
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return scalar n = .
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exit 9
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}
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capture which nctprob
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if _rc == 111 {
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di in re "nctn requires installation of program nctprob."
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di in wh " (contact T. J. Steichen at steicht@rjrt.com for nctprob)."
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global S_1 = .
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return scalar n = .
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exit 111
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}
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local z = `t' - `delta'
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qui nctprob `t' `delta' 1
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local pr = r(p)
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local zp = normprob(`z')
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`star' di "nctprob(1):" `pr'
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`star' di "z(inf):" `zp'
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local mn = min(`pr', `zp')
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local mx = max(`pr', `zp')
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if `mn' > `p' | `mx' < `p' {
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di in re "inconsistent parameters, no solution possible"
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di in bl "note: permissible range for p given t' and delta is " _c
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di in bl %6.4f `mn' " to " %6.4f `mx'
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global S_1 = .
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return scalar n = .
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exit 459
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}
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`zstar' di in bl "note: if " in wh "p" in bl " = "_c
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`zstar' di in ye %6.4f `p' in bl " approaches " _c
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`zstar' di in ye %6.4f `zp' in bl " = P(z < " _c
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`zstar' di in wh "t'" in bl " - " in wh "delta" in bl "),"
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`zstar' di in wh "n " in bl "approaches infinity and " _c
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`zstar' di in bl "convergence time increases greatly."
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`zstar' global S_1 = .
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`zstar' return scalar n = .
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`zstar' exit 9
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local sign "<"
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local df = 1
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local pr = 1
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qui nctprob `t' `delta' 1
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local pr1 = r(p)
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qui nctprob `t' `delta' 2
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local pr2 = r(p)
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if `pr2' > `pr1' {
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local sign ">"
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local pr = 0
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}
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local step = int(abs(`zp' - `pr1') / abs(`zp' - `p'))
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local df = `step'
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local f 0
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while `f' == 0 {
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qui nctprob `t' `delta' `df'
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local pr0 = `pr'
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local pr = r(p)
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`star' di "df: " `df' " step: " `step' " p: " `pr'
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if `p' `sign' `pr' { local df = `df' + `step' }
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else {
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if `step' == 1 & sign((`pr'-`p')/(`pr0'-`p')) < 0 { local f 1 }
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else {
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local step = max(1, int(`step' / 2))
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local df = `df' - `step'
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}
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}
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}
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di in gr "for n = " in ye `df' + 1 in gr ", df = " in ye `df' _c
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if `pr' < `p' {
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di in gr " and p = " `pr' _c
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di in gr " <= " `p' "."
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}
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else {
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di in gr " and 1 - p = " 1 - `pr' _c
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di in gr " <= " 1 - `p' " = 1 - " `p' "."
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}
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global S_1 = `df'
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return scalar n = `df'
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end
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