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RETRODESIGN: Stata module to compute type-S (Sign) and type-M (Magnitude) errors

Author

Listed:
  • Ariel Linden

    (Linden Consulting Group, LLC)

Programming Language

Stata

Abstract

retrodesign computes power, type-S, and type-M errors for one or more specified effect sizes. A type-S (sign) error indicates the probability of an effect size estimate being in the wrong direction, and a type-M (magnitude) error indicates the factor by which the magnitude of an effect might be overestimated -- given that the test statistic is statistically significant (Gelman and Carlin 2014). Gelman and Carlin (2014) propose computing the type-M error using the Student's t distribution while Lu, Qiu, and Deng (2019) propose a closed form solution for computing the type-M error. Both methods are implemented in retrodesign. retrodesign produces results identical to those computed in the retrodesign package for R.

Suggested Citation

  • Ariel Linden, 2019. "RETRODESIGN: Stata module to compute type-S (Sign) and type-M (Magnitude) errors," Statistical Software Components S458631, Boston College Department of Economics, revised 26 Oct 2019.
    • Handle: RePEc:boc:bocode:s458631
    Note: This module should be installed from within Stata by typing "ssc install retrodesign". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/r/retrodesign.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/retrodesign.sthlp
    File Function: help file
    Download Restriction: no
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