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76 lines
2.0 KiB
Plaintext
76 lines
2.0 KiB
Plaintext
10 months ago
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*! sdpair.ado 1.00 by PTS (p.seed@umds.ac.uk) (STB-55: sbe33)
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*! Based on Pitman (1939) Biometrika 31: 9
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*! as in Snedecor & Cochran (1967) "Statistical methods (6th ed)" (Iowas State UP)
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prog define sdpair
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version 5.0
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local varlist " req ex min(2) max(2)"
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local if "opt"
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local in "opt"
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local weight "fweight aweight"
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local options "format(string) Level(real 100)"
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parse "`*'"
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tempvar touse sum diff
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mark `touse' `if' `in'
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markout `touse' `varlist'
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if "`format'" == "" { local format "%6.4f" }
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if `level' == 100 { local level = $S_level }
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if `level' > 1 { local level = `level' /100 }
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parse "`varlist'", parse(" ")
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qui summ `1' if `touse' [`weight'`exp']
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tempname var1 n df var2 F r t p K lcb ucb
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scalar `var1' = _result(4)
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scalar `n' = _result(2)
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scalar `df' = `n' - 2
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qui summ `2' if `touse' [`weight'`exp']
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scalar `var2' = _result(4)
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scalar `F' = `var1'/`var2'
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qui corr `varlist' if `touse' [`weight'`exp']
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scalar `r' = _result(4)
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scalar `t' = ((`F'-1)/2)*( (`df')/ ((1-`r'*`r')*`F') )^.5
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* Note: under the null hypothesis, phi = 1
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* di "t = |" `t' "|"
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scalar `p' = tprob(`df', `t')
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scalar `K' = 1 + 2*(1-`r'*`r')*invt(`df', `level')^2/(`df')
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scalar `lcb' = `F' * (`K' - (`K'*`K'-1)^.5)
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scalar `ucb' = `F' * (`K' + (`K'*`K'-1)^.5)
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local label1 : variable label `1'
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if "`label1'" == "" {local label1 `1' }
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local label2 : variable label `2'
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if "`label2'" == "" {local label2 `2' }
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zap_s
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global S_1 = `n'
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global S_2 = `t'
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global S_3 = `df'
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global S_4 = `p'
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global S_5 = `F'^.5
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global S_6 = `lcb'^.5
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global S_7 = `ucb'^.5
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di in gr _n(2) "Pitman's variance ratio test between `label1' and `label2': "
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di in gr _n "Ratio of Standard deviations = " in ye `format' `F'^.5, "
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di in gr 100*`level' "% Confidence Interval " in ye `format' `lcb'^.5 in gr " to " in ye `format' `ucb'^.5
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di in gr "t = " in ye %6.3f `t' in gr ", df = " in ye `df' in gr ", p = " in ye %6.3f `p'
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end vartest
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