Tuesday, March 07, 2006

st: RE: Size and power simulations

Pelle might like to refer to Newson (2004), which introduces a unified set of formulas for power and sample size calculations, including those derived using simulations or pilot studies. These formulas are implemented using the -powercal- package, downloadable from SSC using the -ssc- command in Stata. The output from -powercal- can be put into nice tables using the -listtex- package, also downloadable from SSC.

I hope this helps.

Roger

References

Newson R. Generalized power calculations for generalized linear models and more. The Stata Journal 2004; 4(4): 379-401. Pre-piblication draft downloadable from http://www.kcl-phs.org.uk/rogernewson/

Roger Newson Lecturer in Medical Statistics POSTAL ADDRESS: Respiratory Epidemiology and Public Health Group National Heart and Lung Institute at Imperial College London St Mary's Campus Norfolk Place London W2 1PG STREET ADDRESS: Respiratory Epidemiology and Public Health Group National Heart and Lung Institute at Imperial College London 47 Praed Street Paddington London W1 1NR TELEPHONE: (+44) 020 7594 0939 FAX: (+44) 020 7594 0942 EMAIL: r.newson@imperial.ac.uk WEBSITE: http://www.kcl-phs.org.uk/rogernewson/ Opinions expressed are those of the author, not of the institution.

-----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Pär Sjölander Sent: 07 March 2006 13:33 To: statalist@hsphsun2.harvard.edu Subject: st: Size and power simulations

Dear all, I have plans to swich software to STATA since I am impressed by all the canned routines. However, to get a jump start I would appreciate if someone would send me a finished simulation projekt made in STATA.

I am planning to write a simulation projekt in STATA where I calculate the statistical SIZE and POWER. I would really appreciate if I could look at previous simulation code to save some time. E.g. a simple program for testing the size and power of a unit root test would be a good start, and then I could change the code for my purposes. I would also appreciate if someone would send me code for putting these power calculations into nice tables, so that when e.g. the ADF coefficient is 1 (size), 0.9 (power), 0.8 (power), 0.7 (power),... everyting is put into nice tables.

I would really appreciate your help!

Regards, Pelle * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/


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