{smcl} {* version 1.1.0}{...} {cmd:help pwmc} {hline} {title:Title} {p 5} {cmd:pwmc} {hline 2} Pairwise multiple comparisons (unequal variances) {title:Syntax} {p 5} Syntax for pwmc {p 8} {cmd:pwmc} {varname} {ifin} {cmd:,} {opt over(varname)} [{it:options}] {p 5} Immediate command {p 8 12} {cmd:pwmci} {it:stats{hi:1}} {it:stats{hi:2}} {it:stats{hi:3}} [ {it:... stats{hi:k}} ] [ {cmd:,} {it:options} ] {p 5} where {it:stats} is {p 8} [ {cmd:(} ] {it:#obs} {it:#mean} {it:#sd} [ {cmd: )} ] {title:Description} {pstd} {cmd:pwmc} performs pairwise comparisons of means. It computes pairwise differences of the means of {varname} over the levels of {opt over(varname)}. Confidence intervals are derived using procedures allowing for unequal variances across groups. {pstd} {cmd:pwmc} implements Dunnett's {cmd:C}, {cmd:GH} and {cmd:T2} procedures, as proposed by Dunnett (1980), Games and Howell (1976) and Tamhane (1979). {pstd} {cmd:pwmci} is the immediate form of {cmd:pwmc}. See {help immed}. {title:Options} {phang} {opt over(varname)} is required and specifies that means are computed for each level of {it:varname}. {phang} {opt proc:edure(proc)} specifies the procedure to be used to derive confidence intervals. {it:proc} may be any combination of {cmd:C}, {cmd:GH} and {cmd:T2} and case does not matter. Default is to report confidence intervals using each of the procedures. {phang} {opt l:evel(#)} specifies the confidence level, as a percentage, for confindence intervals. The default is {cmd:level({hi:{ccl level}})}. See {helpb set level}. {phang} {opt pv:alues} displays adjusted p-values. The Games and Howell adjusted p-value is given by {p 16} p_adj = 1 - q_(k, nuhat, abs(t)*sqrt(2)) {p 8 8} where q is the {help tukeyprob():cumulative Studentized range distribution} with k means and nuhat degrees of freedem, using Satterthwaite’s (1946) approximate formula. {p 8} The adjusted p-value for Tamhane's T2 is {p 16} p_adj = 1 - (1 - p)^(k*(k - 1)/2) {p 8 8} where p is the p-value from a t-test based on Satterthwaite’s (1946) approximate formula for the degrees of freedom. {p 8} There is no adjusted p-value for Dunnet's C. {phang} {opt varl:abel} displays variable labels instead of variable names. {phang} {opt vall:abel} displays value labels instead of numeric codes. {phang} {cmd:cformat(}{it:{help %fmt}}{cmd:)} specifies how to format means, standard errors, and confidence limits. {phang} {cmd:pformat(}{it:{help %fmt}}{cmd:)} specifies how to format adjusted p-values. {phang} {cmd:sformat(}{it:{help %fmt}}{cmd:)} specifies how to format test statistics. {phang} {opt notab:le} does report the results, but only stores them in {cmd:r()}. {title:Example} {phang2}{cmd:. pwmc wage , over(race)}{p_end} {phang2} {cmd:. pwmci (1637 8.08 5.96) (583 6.84 5.08) (26 8.55 5.21)} {p_end} {title:Saved results} {pstd} {cmd:pwmc} saves the following in {cmd:r()}: {pstd} Scalars{p_end} {synoptset 15 tabbed}{...} {synopt:{cmd:r(k)}}number of levels of {opt over(varname)}{p_end} {synopt:{cmd:r(ks)}}number of differences{p_end} {synopt:{cmd:r(level)}}confidence level{p_end} {pstd} Macros{p_end} {synoptset 15 tabbed}{...} {synopt:{cmd:r(cmd)}}{cmd:pwmc}{p_end} {synopt:{cmd:r(depvar)}}{it:varname} from which means are computed{p_end} {synopt:{cmd:r(over)}}{it:varname} in {opt over(varname)}{p_end} {pstd} Matrices{p_end} {synoptset 15 tabbed}{...} {synopt:{cmd:r(diff)}}differences of means{p_end} {synopt:{cmd:r(Var)}}variances of differences{p_end} {synopt:{cmd:r(nuhat)}}degrees of freedom{p_end} {synopt:{cmd:r(ci)}}confidence intervals{p_end} {synopt:{cmd:r(t)}}test statistics{p_end} {synopt:{cmd:r(p_adj)}}adjusted p-values{p_end} {synopt:{cmd:r(A)}}critical values (cf. Dunnett, 1980){p_end} {title:References} {pstd} Dunnett, Charles W. (1980). Pairwise Multiple Comparisons in the Unequal Variance Case, {it:Journal of the American Statistical Association}, 75(372), 796-800. {pstd} Games, Paul A., Howell, John F. (1976). Pairwise Multiple Comparison Procedures with Unequal N's and/or Variances: A Monte Carlo study, {it:Journal of Educational Statistics}, 1(2), 113-125. {pstd} Tamhane, Ajit C. (1979). A Comparison of Procedures for Multiple Comparisons of Means with Unequal Variances, {it:Journal of the American Statistical Association}, 74(366), 471-480. {title:Acknowledgments} {pstd} Matthew K. Lau's 'DTK' package for R was helpful developing {cmd:pwmc}. {title:Author} {pstd}Daniel Klein, University of Kassel, klein.daniel.81@gmail.com {title:Also see} {psee} Online: {helpb pwmean}, {helpb pwcompare}, {helpb oneway} {p_end} {psee} if installed: {help dunnett}, {help prcomp} {p_end}