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