NCT: Stata modules related to the noncentral t distribution

Thomas J Steichen ()

Statistical Software Components from Boston College Department of Economics

Abstract: nct is a package of programs, all related to the noncentral t distribution. Each one-sided program computes a missing parameter given the other parameters such that P(t<=t'| delta, df) = p. The two-sided programs yield two-sided values from a noncentral t, defined such that P(|t|<=t'| delta, df) = 1 - p. The programs are: nctprob -- Cumulative non-central t probabilities, p, nctinv -- Inverse cumulative non-central t values, t', nctncp -- Noncentrality parameter of the non-central t, delta, nctn -- Sample size for the cumulative non-central t, df + 1, nct2 -- 2-sided non-central t probabilities, p, and nct2inv -- Inverse 2-sided non-central t values, |t'|.

Language: Stata
Requires: Stata version 6.0
Keywords: noncentral; t-distribution; inverse; noncentrality parameter; sample size; one-sided; two-sided (search for similar items in EconPapers)
Date: Written 2000-06-09
Note: This module may be installed from within Stata by typing "ssc install nct". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/n/nct.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nct.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nct2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nct2.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nct2inv.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nct2inv.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nctinv.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nctinv.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nctn.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nctn.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nctncp.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nctncp.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nctprob.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nctprob.hlp help file (text/plain)

Related works:
Software Item: NCF: Stata modules related to the noncentral F distribution (2000)
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