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

Ariel Linden

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 11
Keywords: power analysis; statistical significance; design calculation; type S error; type M error; replication crisis (search for similar items in EconPapers)
Date: 2019-04-09, Revised 2019-10-26
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.
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http://fmwww.bc.edu/repec/bocode/r/retrodesign.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/retrodesign.sthlp help file (text/plain)

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