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1106 lines (1097 loc) · 30.3 KB
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C
C STAT-SAK
C The Statistician's
C Swiss Army Knife
C Version 1.0
C February 16, 1985
C
C
C Gerard E. Dallal
C
C USDA Human Nutrition Research Center on Aging
C at Tufts University
C 711 Washington Street
C Boston, MA 02111
C
C and
C
C Tufts University School of Nutrition
C 132 Curtis Street
C Medford, MA 02155
C
C
C
C NOTICE
C
C Documentation and original code copyright 1985 by Gerard E.
C Dallal. Reproduction of material for non-commercial purposes
C is permitted, without charge, provided that suitable
C reference is made to STAT-SAK and its author.
C
C Neither STAT-SAK nor its documentation should be modified in
C any way without permission from the author, except for those
C changes that are essential to move STAT-SAK to another
C computer.
C
DATA IIN /0/, IOUT /0/, NOPT /7/
C
WRITE(IOUT,1)
1 FORMAT (//35X,'STAT-SAK'/
* 30X,'The Statistician''s'/
* 31X,'Swiss Army Knife'/
* 34X,'Version 1.0'/31X,'February 16, 1985'//
* 32X,'Gerard E. Dallal'/
* 17X,'USDA Human Nutrition Research Center on Aging'/
* 30X,'at Tufts University'/29X,'711 Washington Street'/
* 31X,'Boston, MA 02111'//)
C
90 WRITE(IOUT,100)
100 FORMAT(/' Your options are:'//
* ' 1 -- EXIT'/
* ' 2 -- distribution functions'/
* ' 3 -- independence in ',
* 'two-dimensional contingency tables'/
* ' 4 -- Mantel-Haenszel test / odds ratios'/
* ' 5 -- McNemar''s test'/
* ' 6 -- correlation coefficients'/
* ' 7 -- Bartholomew''s test for increasing proportions'/)
110 WRITE(IOUT,120)
120 FORMAT(' Pick one: ' )
READ(IIN,*,ERR=90) NPICK
IF (NPICK.LT.1 .OR. NPICK.GT.NOPT) GOTO 110
C
GOTO (10000,200,300,400,500,600,700), NPICK
C
200 CALL PROB(IIN,IOUT)
GOTO 90
C
300 CALL GOF(IIN,IOUT)
GOTO 90
C
400 CALL MANTEL(IIN,IOUT)
GOTO 90
C
500 CALL MCNEMR(IIN,IOUT)
GOTO 90
C
600 CALL CORR(IIN,IOUT)
GOTO 90
C
700 CALL BART(IIN,IOUT)
GOTO 90
C
10000 STOP ' '
END
C
FUNCTION ALGAMA(S)
C
C CACM ALGORITHM 291
C LOGARITHM OF GAMMA FUNCTION
C BY PIKE, M.C. AND HILL, I.D.
C
C TRANSLATED INTO FORTRAN BY
C Gerard E. Dallal
C USDA-Human Nutrition Research Center on Aging
C at Tufts University
C 711 Washington Street
C Boston, MA 02111
C
C
X = S
ALGAMA = 0.0
IF (X .LE. 0.0) RETURN
F = 0.0
IF (X .GE. 7.0) GOTO 30
C
F = 1.0
Z = X - 1.0
C
10 Z = Z + 1.0
IF (Z .GE. 7.0) GOTO 20
X = Z
F = F * Z
GOTO 10
C
20 X = X + 1
F = -ALOG(F)
C
30 Z = 1.0 / X ** 2
ALGAMA = F + ( X - 0.5) * ALOG(X) - X + 0.918938533204673 +
1 (((-0.000595238095238 * Z + 0.000793650793651) * Z
2 - 0.002777777777778) * Z + 0.083333333333333) / X
RETURN
END
C
FUNCTION ALNORM(X,UPPER)
C
C ALGORITHM AS 66 APPL. STATIST. (1973) VOL.22, NO.3
C
C EVALUATES THE TAIL AREA OF THE STANDARD NORMAL CURVE
C FROM X TO INFINITY IF UPPER IS .TRUE. OR
C FROM MINUS INFINITY TO X IF UPPER IS .FALSE.
C
REAL LTONE, UTZERO, ZERO, HALF, ONE, CON, Z, Y, X
LOGICAL UPPER, UP
C
C LTONE AND UTZERO MUST BE SET TO SUIT THE PARTICULAR
C COMPUTER (SEE INTRODUCTORY TEXT)
C
DATA LTONE, UTZERO/7.0, 18.66/
DATA ZERO, HALF, ONE, CON/0.0, 0.5, 1.0, 1.28/
UP = UPPER
Z = X
IF (Z .GE. ZERO) GOTO 10
UP = .NOT. UP
Z = -Z
10 IF (Z .LE. LTONE .OR. UP .AND. Z .LE. UTZERO) GOTO 20
ALNORM = ZERO
GOTO 40
20 Y = HALF * Z * Z
IF (Z .GT. CON) GOTO 30
C
ALNORM = HALF - Z * (0.398942280444 - 0.399903438504 * Y /
1 (Y + 5.75885480458 - 29.8213557808 /
2 (Y + 2.62433121679 + 48.6959930692 /
3 (Y + 5.92885724438))))
GOTO 40
C
30 ALNORM = .398942280385 * EXP(-Y) /
1 (Z - 3.8052E-8 + 1.00000615302 /
2 (Z + 3.98064794E-4 + 1.98615381364 /
3 (Z - 0.151679116635 + 5.29330324926 /
4 (Z + 4.8385912808 - 15.1508972451 /
5 (Z + 0.742380924027 + 30.789933034 / (Z + 3.99019417011))))))
C
40 IF (.NOT. UP) ALNORM = ONE - ALNORM
RETURN
END
C
SUBROUTINE BART(IIN,IOUT)
C
C BARTHOLOMEW'S TEST FOR ORDERED SAMPLES (INCREASING)
C
DIMENSION CT(10),X(2,10),P(10)
CHARACTER*1 QUERY
C
WRITE(IOUT,2)
2 FORMAT(//' Limitation: No more than 10 columns'/)
3 WRITE(IOUT,4)
4 FORMAT(' Enter the number of columns: ', )
READ(IIN,*,ERR=3) NCOL
IF(NCOL.LT.2 .OR. NCOL.GT.10) GOTO 3
C
8 WRITE (IOUT,9)
9 FORMAT(/' Do you wish to enter both rows (R) or '/
* ' one row and column totals (T)?: ' )
READ (IIN,10) QUERY
10 FORMAT(A1)
IF (QUERY.NE.'R' .AND. QUERY.NE.'r' .AND.
* QUERY.NE.'T' .AND. QUERY.NE.'t') GO TO 8
C
WRITE (IOUT,5)
5 FORMAT(' ')
6 WRITE(IOUT,7)
7 FORMAT(' Enter row 1: ', )
READ(IIN,*,ERR=6) (X(1,J), J = 1, NCOL)
IF (QUERY.EQ.'2') GOTO 16
C
IF (QUERY.EQ.'R' .OR. QUERY.EQ.'r') GOTO 16
11 WRITE (IOUT,12)
12 FORMAT(' Enter column totals: ', )
READ(IIN,*,ERR=11) (CT(J), J = 1, NCOL)
GOTO 18
C
16 WRITE(IOUT,17)
17 FORMAT(' Enter row 2: ', )
READ(IIN,*,ERR=16) (X(2,J), J = 1, NCOL)
C
C GET COL TOTALS AND P'S
C
18 PNUM=0.
PDEN=0.
DO 19 J=1,NCOL
IF (QUERY.EQ.'R' .OR. QUERY.EQ.'r') CT(J)=X(1,J)+X(2,J)
P(J)=X(1,J)/CT(J)
PNUM=PNUM+X(1,J)
PDEN=PDEN+CT(J)
19 CONTINUE
PBAR=PNUM/PDEN
C
C BARTHOLOMEW'S TEST
C FIRST MASSAGE TABLE
C
DO 50 J=2,NCOL
IF (P(J-1).LE.P(J)) GO TO 50
C
C P DECREASES...DETERMINE VALUE BY 'COLLAPSING'
C SO THAT SEQUENCE IS MONOTONE
C
PNUM=P(J-1)*CT(J-1)+P(J)*CT(J)
PDEN=CT(J-1)+CT(J)
PX=PNUM/PDEN
C
C IS IT NECESSARY TO GO FURTHER BACK?
C
JS=J-1
IF (JS.EQ.1) GO TO 30
JM2=J-2
DO 20 I=1,JM2
IF (P(JS-1).LE.PX) GO TO 30
JS=JS-1
PNUM=PNUM+P(JS)*CT(JS)
PDEN=PDEN+CT(JS)
PX=PNUM/PDEN
20 CONTINUE
30 DO 40 J1=JS,J
40 P(J1)=PX
50 CONTINUE
C
C CALCULATE STATISTIC
C
CHISQ=0.
DO 70 J=1,NCOL
70 CHISQ=CHISQ+CT(J)*(P(J)-PBAR)**2
CHISQ=CHISQ/(PBAR*(1.-PBAR))
C
WRITE (IOUT,80)CHISQ
80 FORMAT(/' Chi-square statistic for order restriction =', F8.3)
C
C INDICES FOR USE WITH TABLES
C
IF (NCOL.NE.3) GOTO 100
C = SQRT(CT(1) * CT(3) /
* ((CT(1) + CT(2)) * (CT(2) + CT(3))))
WRITE(IOUT,90) C
90 FORMAT(' Index for use with the distribution table = ',F5.3)
C
100 IF (NCOL.NE.4) RETURN
C1 = SQRT(CT(1) * CT(3) /
* ((CT(1) + CT(2)) * (CT(2) + CT(3))))
C2 = SQRT(CT(2) * CT(4) /
* ((CT(2) + CT(3)) * (CT(3) + CT(4))))
WRITE(IOUT,110) C1, C2
110 FORMAT(' Indices for use with the distribution table:',
* 5X, 'C1 = ',F5.3,', C2 = ',F5.3)
C
RETURN
END
C
FUNCTION BETAIN(X,P,Q)
C
C ALGORITHM AS 63 APPL.STATIST. (1973), VOL.22, NO.3
C MODIFIED AS PER REMARK ASR 19 (1977), VOL.26, NO. 1
C ***[FAULT INDICATOR REMOVED BY G.E.D.]***
C
C COMPUTES INCOMPLETE BETA FUNCTION RATIO FOR ARGUMENTS
C X BETWEEN ZERO AND ONE, P AND Q POSITIVE.
C LOG OF COMPLETE BETA FUNCTION, BETA, ASSUMED TO BE KNOWN.
C ***[CALCULATION OF BETA ADDED BY G.E.D]***
C
LOGICAL INDEX
C
C DEFINE ACCURACY AND INITIALIZE
C
DATA ACU /0.1E-7/
BETAIN = X
C
C TEST FOR ADMISIBILITY OF AGRUMENTS
C
IF (P .LE. 0.0 .OR. Q .LE. 0.0) STOP 40
IF (X .LT. 0.0 .OR .X .GT. 1.0) STOP 41
IF (X .EQ .0.0 .OR .X .EQ. 1.0) RETURN
C
C CHANGE TAIL IF NECESSARY AND DETERMINE S
C
PSQ = P + Q
CX = 1.0 - X
IF (P .GE .PSQ * X) GOTO 1
XX = CX
CX = X
PP = Q
QQ = P
INDEX = .TRUE.
GOTO 2
1 XX = X
PP = P
QQ = Q
INDEX = .FALSE.
2 TERM = 1.0
AI = 1.0
BETAIN = 1.0
NS = QQ + CX * PSQ
C
C USE SOPER'S REDUCTION FORMULAE
C
RX = XX / CX
3 TEMP = QQ - AI
IF (NS .EQ. 0) RX = XX
4 TERM = TERM * TEMP * RX / (PP + AI)
BETAIN = BETAIN + TERM
TEMP = ABS(TERM)
IF (TEMP .LE. ACU .AND. TEMP .LE. ACU * BETAIN) GOTO 5
AI = AI + 1.0
NS = NS - 1
IF (NS .GE. 0) GOTO 3
TEMP = PSQ
PSQ = PSQ + 1.0
GOTO 4
C
C CALCULATE RESULT
C
5 BETA = ALGAMA(P) + ALGAMA(Q) - ALGAMA(P+Q)
BETAIN = BETAIN *
* EXP(PP * ALOG(XX) + (QQ - 1.0) * ALOG(CX) - BETA) / PP
IF (INDEX) BETAIN = 1.0 - BETAIN
RETURN
END
C
FUNCTION CHIDFC(X,NDF)
C
C RETURNS P(CHISQ(NDF).GT.X), WHERE CHISQ(NDF) IS A CHI-SQUARE
C RANDOM VARIABLE WITH 'NDF' DEGREES OF FREEDOM.
C
C IF X.LE.0, RETURNS THE VALUE 1.0
C
C UPPER TAIL RECURRENCE FORMULA...
C Q(X/NDF)=Q(X/NDF-2)+X**(NDF/2-1)*EXP(-X/2)/GAMMA(NDF/2),
C WHERE Q(X/NDF) IS THE UPPER TAIL, (X, INFINITY), OF THE
C CHI-SQUARE DISTRIBUTION WITH 'NDF' DEGREES OF FREEDOM.
C SEE HANDBOOK OF MATHEMATICAL FUNCTIONS,
C NBS,55(1964),26.4.8
C
C USES WILSON-HILFERTY APPROXIMATION FOR NDF.GT.NDFBIG
C NBS HANDBOOK, 24.4.17
C (X/NDF)**(1./3.) IS APPROXIMATLEY NORMALLY DISTRIBUTED
C WITH MEAN 1.-2./(9.*NDF) AND VARIANCE 2./(9.*NDF)
C
C REQUIRES FUNCTIONS ALNORM, ALGAMA
C
C WRITTEN BY Gerard E. Dallal
C USDA-Human Nutrition Research Center on Aging
C at Tufts University
C 711 Washington Street
C Boston, MA 02111
C
C
C EXPBIG IS A NUMBER GREATER THAN THE MOST NEGATIVE VALID
C ARGUMENT TO THE EXP() FUNCTION.
C
DATA NDFBIG /60/, EXPBIG /-80.0/
C
CHIDFC = 1.0
IF (X .LE. 0.0 .OR. NDF .LT. 1) RETURN
CHIDFC = 0.
DF = NDF
IF (NDF .GT. NDFBIG) GOTO 50
HX = X / 2.0
IF ((NDF / 2) * 2 .EQ. NDF) GOTO 30
C
C ODD NUMBER OF DEGREES OF FREEDOM
C
IF (NDF .EQ. 1) GOTO 20
C
INDEX = (NDF - 1) / 2
DO 10 I = 1, INDEX
C = FLOAT(I) + 0.5
D = (C - 1.0) * ALOG(HX) - HX - ALGAMA(C)
IF (D .GT. EXPBIG) CHIDFC = CHIDFC + EXP(D)
10 CONTINUE
20 CHIDFC = CHIDFC + 2.0 * ALNORM (SQRT(X), .TRUE.)
RETURN
C
C EVEN NUMBER OF DEGREES OF FREEDOM
C
30 INDEX = NDF / 2
DO 40 I = 1, INDEX
C = I
D =(C - 1.0) * ALOG(HX) - HX - ALGAMA(C)
IF (D .GT. EXPBIG) CHIDFC = CHIDFC + EXP(D)
40 CONTINUE
RETURN
C
50 D = 2.0 / (9.0 * DF)
D = ((X / DF) ** (1.0 / 3.0) + D - 1.0) / SQRT(D)
CHIDFC = ALNORM(D, .TRUE.)
RETURN
END
C
SUBROUTINE CORR(IIN,IOUT)
C
CHARACTER*1 QUERY
C
10 WRITE (IOUT,20)
20 FORMAT (/' 1 -- confidence interval for a single '
* 'correlation coefficient'/
* ' 2 -- compare two independent correlation '
* 'coefficients'//' Pick one: ', )
READ (IIN,30) QUERY
30 FORMAT (A1)
IF (QUERY.NE.'1' .AND. QUERY.NE.'2') GOTO 10
C
IF (QUERY.EQ.'1') CALL CORR1(IIN,IOUT)
IF (QUERY.EQ.'2') CALL CORR2(IIN,IOUT)
RETURN
END
C
SUBROUTINE CORR1(IIN,IOUT)
C
C TWO-SIDED CONFIDENCE LIMITS FOR A POPULATION CORRELATION
C COEFFICIENT. TRANSLATED FROM THE BASIC PROGRAM ON P.300 OF
C MAINDONALD, J.H.(1984) STATISTICAL COMPUTATION.
C NEW YORK: JOHN WILEY & SONS, INC.
C
C USES APPROXIMATION FROM
C WINTERBOTTOM, ALAN (1980). ESTIMATION FOR THE BIVARIATE
C NORMAL CORRELATION COEFFICIENT USING ASYMPTOTIC EXPANSIONS
C
C THREE DIGIT ACCURACY FOR SAMPLES OF 10
C NEARLY FOUR DIGIT ACCURACY FOR SAMPLES OF 25 OR MORE
C
FNA(X,R,V,Z) = Z + X / SQRT(V) - R / (2.0 * V) + X * (X**2 +
* 3.0 * (1.0 + R**2)) / (12.0 * V * SQRT(V))
FNB(X,R,V) = R * (4.0 * (R * X)**2 + 5.0 * R**2 + 9.0) /
* (24.0 * V**2)
FNC(X,R3,R4,V) = X * (X**4 + R3 * X**2 + R4) /
* (480.0 * V**2 * SQRT(V))
FNT(X,R,R3,R4,V,Z) = FNA(X,R,V,Z) - FNB(X,R,V) + FNC(X,R3,R4,V)
FNR(Z) = (EXP(2.0 * Z) - 1.0) / (EXP(2.0 * Z) + 1.0)
C
90 WRITE (IOUT,100)
100 FORMAT(/' Enter confidence level: ' )
READ(IIN,*,ERR=90) CONF
IF (CONF.LE.0.0 .OR. CONF.GE.1.0) GOTO 90
Z0 = -GAUINV((1.0 - CONF)/ 2.0,IFAULT)
C
110 WRITE(IOUT,120)
120 FORMAT(' Enter sample correlation coefficient: ' )
READ(IIN,*,ERR=110) R
IF(ABS(R).GT.1) GOTO 110
130 WRITE(IOUT,140)
140 FORMAT(' Enter number of observations: ' )
READ(IIN,*,ERR=130) N2
IF (N2.LT.2) GOTO 130
C
V = N2 - 1
Z = 0.5 * ALOG((1.0 + R) / (1.0 - R))
R3 = 60.0 * R**4 - 30.0 * R**2 + 20.0
R4 = 165.0 * R**4 + 30.0 * R**2 + 15.0
X = -Z0
Z1 = FNT(X,R,R3,R4,V,Z)
X = Z0
Z2 = FNT(X,R,R3,R4,V,Z)
R1 = FNR(Z1)
R2 = FNR(Z2)
WRITE(IOUT,150) 100.0*CONF,R1,R2
150 FORMAT (' The ',F4.1,'-% confidence interval is (',
* F7.4,', ',F7.4,')')
RETURN
END
C
SUBROUTINE CORR2(IIN,IOUT)
C
C USES FISHER'S Z TO COMPARE TO CORRELATION COEFFICENTS
C
10 WRITE (IOUT,20)
20 FORMAT(/' Enter first correlation coefficient: ' )
30 READ (IIN,*,ERR=10) CC1
IF(ABS(CC1).GT.1.0) GOTO 10
40 WRITE (IOUT,50)
50 FORMAT (' Enter first sample size: ' )
READ (IIN,*,ERR=40) N1
C
110 WRITE (IOUT,120)
120 FORMAT(' Enter second correlation coefficient: ' )
130 READ (IIN,*,ERR=110) CC2
IF(ABS(CC2).GT.1.0) GOTO 110
140 WRITE (IOUT,150)
150 FORMAT (' Enter second sample size: ' )
READ (IIN,*,ERR=140) N2
C
Z = 0.0
P = 0.0
IF (N1.LE.3 .OR. N2.LE.3) GOTO 400
C
CC1 = 0.5 * ALOG((1.0 + CC1) / (1.0 - CC1))
CC2 = 0.5 * ALOG((1.0 + CC2) / (1.0 - CC2))
Z = ABS(CC1 - CC2)/ SQRT(1.0 / FLOAT(N1 - 3) +
* 1.0 / FLOAT(N2 - 3))
P = 2.0 * ALNORM(Z,.TRUE.)
C
400 WRITE(IOUT,410) Z, P
410 FORMAT (/' Test statistic = ',G12.5,' P-value = ',F5.3)
RETURN
END
C
FUNCTION FDFC(FQUAN, DFN, DFD)
C
C THE COMPLEMENT OF CDF OF THE F DISTRIBUTION
C WITH DFN NUMERATOR DEGREES OF FREEDOM AND DFD DENOMINATOR
C DEGREES OF FREEDOM EVALUATED AT FQUAN.
C
C
ESQ = (DFN * FQUAN) / (DFD + DFN * FQUAN)
FDFC = BETAIN (ESQ, DFN/2.0, DFD / 2.0)
RETURN
END
C
SUBROUTINE FDFC0(IIN, IOUT)
C
C GET INFO FOR F-DISTRIBUTION CALCULATION
C
10 WRITE (IOUT,20)
20 FORMAT(/' Enter numerator degrees of freedom: ' )
READ (IIN,*,ERR=10) DFN
30 WRITE (IOUT,40)
40 FORMAT(' Enter denominator degrees of freedom: ' )
READ (IIN,*,ERR=30) DFD
50 WRITE (IOUT,60)
60 FORMAT(' Enter F-statistic: ' )
READ (IIN,*,ERR=50) FQUAN
PVAL = 1.0 - FDFC(FQUAN,DFN,DFD)
WRITE (IOUT,80) PVAL
80 FORMAT (/' P-value (upper tail) =',F8.5)
RETURN
END
C
FUNCTION GAMAIN(X,P)
C
C ALGORITHM AS 32 J.R.STATIST.SOC. C. (1970) VOL.19 NO.3
C
C COMPUTES INCOMPLETE GAMMA RATIO FOR POSITIVE VALUES OF
C ARGUMENTS X AND P. G MUST BE SUPPLIED AND SHOULD BE EQUAL TO
C LN(GAMMA(P)).
C IFAULT = 1 IF P.LE.0 ELSE 2 IF X.LT.0 ELSE 0
C USES SERIES EXPANSION IF P.GT.X OR X.LE.1, OTHERWISE A
C CONTINUED FRACTION APPROXIMATION.C
C
C [FAULT INDICATOR REMOVED BY G.E.D
C CALCULATION OF G INSERTED BY G.E.D.]
C
DIMENSION PN(6)
C
C DEFINE ACCURACY AND INITIALIZE
C
ACU = 1.0E-8
OFLO = 1.0E30
GIN = 0.0
C
C TEST FOR ADMISSIBILITY OF ARGUMENTS
C
IF (P .LE. 0.0) STOP 21
IF (X .LT. 0.0) STOP 22
IF (X .EQ. 0.0) GOTO 50
G = ALGAMA(P)
FACTOR = EXP(P * ALOG(X) - X - G)
IF (X .GT. 1.0 .AND. X .GE. P) GOTO 30
C
C CALCULATION BY SERIES EXPANSION
C
GIN = 1.0
TERM = 1.0
RN = P
20 RN = RN + 1.0
TERM = TERM * X / RN
GIN = GIN + TERM
IF (TERM .GT. ACU) GOTO 20
GIN = GIN * FACTOR / P
GOTO 50
C
C CALCULATION BY CONTINUED FRACTION
C
30 A = 1.0 - P
B = A + X + 1.0
TERM = 0.0
PN(1) = 1.0
PN(2) = X
PN(3) = X + 1.0
PN(4) = X * B
GIN = PN(3) / PN(4)
32 A = A + 1.0
B = B + 2.0
TERM = TERM + 1.0
AN = A * TERM
DO 33 I = 1, 2
33 PN(I+4) = B * PN(I+2) - AN * PN(I)
IF (PN(6) .EQ. 0.0) GOTO 35
RN = PN(5) / PN(6)
DIF = ABS(GIN - RN)
IF (DIF .GT. ACU) GOTO 34
IF (DIF .LE. ACU * RN) GOTO 42
34 GIN = RN
35 DO 36 I = 1, 4
36 PN(I) = PN(I+2)
IF (ABS(PN(5)).LT.OFLO) GOTO 32
DO 41 I = 1, 4
41 PN(I) = PN(I) / OFLO
GOTO 32
42 GIN = 1.0 - FACTOR * GIN
C
50 GAMAIN = GIN
RETURN
END
C
FUNCTION GAUINV(P,IFAULT)
C
C ALGORITHM AS 70 APPL. STATIST. (1974) VOL. 23, NO.1
C GAUINV FINDS PERCENTAGE POINTS OF THE NORMAL DISTRIBUTION
C
DATA ZERO,ONE,HALF,ALIMIT/0.0, 1.0, 0.5, 1.0E-20/
C
DATA P0, P1, P2, P3
1 / -.322232431088, -1., -.342242088547, -.204231210245E-1/
C
DATA P4, Q0, Q1
1 / -.453642210148E-4, .993484626060E-1, .588581570495/
C
DATA Q2, Q3, Q4
1 / .531103462366, .103537752850, .38560700634E-2/
C
IFAULT=1
GAUINV=ZERO
PS=P
IF (PS.GT.HALF) PS=ONE-PS
IF (PS.LT.ALIMIT) RETURN
IFAULT=0
IF (PS.EQ.HALF) RETURN
YI=SQRT(ALOG(ONE/(PS*PS)))
GAUINV=YI+((((YI*P4+P3)*YI+P2)*YI+P1)*YI+P0)
1 /((((YI*Q4+Q3)*YI+Q2)*YI+Q1)*YI+Q0)
IF (P.LT.HALF) GAUINV=-GAUINV
RETURN
END
C
SUBROUTINE GOF(IIN,IOUT)
C
C TEST OF INDEPENDENCE AND HOMOGENEITY OF VARIANCE
C FOR TWO-DIMENSIONAL CONTINGENCY TABLES
C
C LIMITATIONS: NO MORE THAN FIVE ROWS OR COLUMNS.
C
INTEGER ITABLE(5,10), IR(5), IC(10)
CHARACTER*1 QUERY
DATA NROW /5/, NCOL /10/
C-----WRITE OUT WARNING ON LIMITATIONS OF METHOD
WRITE(IOUT,20)
20 FORMAT(//2X,'Limitation: No more than 5 rows or 10 columns'/)
30 WRITE(IOUT,70)
70 FORMAT(/2X,'Enter the number of rows: ', )
READ(IIN,*,ERR=30)LROW
75 WRITE(IOUT,80)
80 FORMAT(2X,'Enter the number of columns: ', )
READ(IIN,*,ERR=75)LCOL
IF(LROW.LE.NROW.AND.LCOL.LE.NCOL)GO TO 100
WRITE(IOUT,90)
90 FORMAT(2X,'*** Permissible table dimensions exceeded')
GO TO 30
C
100 WRITE (IOUT,110)
110 FORMAT(' ')
DO 130 I = 1, LROW
125 WRITE(IOUT,120) I
120 FORMAT(2X,'Enter row #',I1,': ', )
READ(IIN,*,ERR=125)(ITABLE(I,J), J = 1, LCOL)
130 CONTINUE
DO 140 J = 1, LCOL
IC(J) = 0
DO 140 I = 1, LROW
IC(J) = IC(J) + ITABLE(I,J)
140 CONTINUE
C
C COMPUTE ROW SUMS AND GRAND TOTAL
C
GRAND = 0.0
DO 160 I = 1, LROW
IR(I) = 0
DO 150 J = 1, LCOL
IR(I) = IR(I) + ITABLE(I,J)
150 CONTINUE
GRAND = GRAND + FLOAT(IR(I))
160 CONTINUE
C
C COMPUTE CHI-SQUARE P-VALUES
C
180 CHISQ = 0.0
DO 190 I = 1, LROW
DO 190 J = 1, LCOL
EXPECT = FLOAT(IR(I)) * FLOAT(IC(J)) / GRAND
CHISQ = CHISQ + (FLOAT(ITABLE(I,J)) - EXPECT)**2 / EXPECT
190 CONTINUE
NDF = (LROW - 1) * (LCOL - 1)
PCHI = CHIDFC(CHISQ,NDF)
WRITE(IOUT,200) CHISQ,NDF,PCHI
200 FORMAT(/' Pearson chi-square equals ',G11.4,' with',I3,
* ' d.f. (P-value = ',F7.5,')')
C
IF (LROW.GT.2 .OR. LCOL.GT.2) GOTO 290
C
C YATES'S CONTINUITY CORRECTED CHI-SQUARE STATISTIC
C
YCHISQ = 0.0
DO 201 I = 1, 2
DO 201 J = 1, 2
EXPECT = FLOAT(IR(I)) * FLOAT(IC(J)) / GRAND
YCHISQ = YCHISQ + (ABS(FLOAT(ITABLE(I,J)) - EXPECT) - 0.5)**2
* / EXPECT
201 CONTINUE
YPCHI = CHIDFC(YCHISQ,1)
WRITE(IOUT,202) YCHISQ,YPCHI
202 FORMAT (' Yates''s corrected chi-square equals ',G11.4,
* ' (P-value = ',F7.5,')')
290 WRITE(IOUT,300)
300 FORMAT(/2X,'Entering another table? (Y or N): ' )
READ(IIN,310) QUERY
310 FORMAT (A1)
IF (QUERY.EQ.'Y' .OR. QUERY.EQ.'y') GOTO 30
RETURN
END
C
SUBROUTINE MANTEL(IIN,IOUT)
C
C MANTEL-HAENSZEL ESTIMATE OF COMMON ODDS RATIO
C MANTEL-HAENSZEL STATISTIC TESTING SIGNIFICANCE OF
C COMMON ODDS RATIO
C APPROXIMATE C.I. FOR COMMON ODDS RATION BASED ON
C FLEISS(1981, EQ. 10.22). THIS FORMULA CAN ALSO
C BE USED TO CONSTRUCT AN APPROXIMATE C.I. FOR A
C SINGLE 2*2 TABLE.
C
90 WRITE(IOUT,100)
100 FORMAT(/' Enter the number of 2 * 2 tables: ' )
READ(IIN,*,ERR=90) NTAB
IF (NTAB.LT.1 .OR. NTAB.GT.6) GOTO 90
C
SN = 0.0
SD = 0.0
SNMH = 0.0
SDMH = 0.0
ODDSN = 0.0
ODDSD = 0.0
C
DO 300 K = 1, NTAB
110 WRITE (IOUT,120) K
120 FORMAT(/' Enter row 1 of table',I2,': ' )
READ(IIN,*,ERR=110) TAB11, TAB12
130 WRITE (IOUT,140) K
140 FORMAT(' Enter row 2 of table',I2,': ' )
READ(IIN,*,ERR=130) TAB21, TAB22
IF (TAB11 * TAB12 * TAB21 * TAB22 .GT. 0.0) GOTO 160
WRITE(IOUT,150)
150 FORMAT(/' Can''t evaluate odds ratio with counts of 0',
* ' in the data.')
RETURN
C
160 SUM = TAB11 + TAB12 + TAB21 + TAB22
C
C MANTEL-HAENSZEL CHI-SQUARE STATISTIC
C
SN = SN + TAB11 - (TAB11 + TAB12) *
* (TAB11 + TAB21) / SUM
SD = SD + (TAB11 + TAB12) * (TAB11 + TAB21)
* * (TAB21 + TAB22) * (TAB12 + TAB22) /
* (SUM * SUM * (SUM-1.0))
C
C MANTEL-HAENSZEL ESTIMATE OF COMMON ODDS RATIO
C
SNMH = SNMH + TAB11 * TAB22 / SUM
SDMH = SDMH + TAB12 * TAB21 / SUM
C
C C.I. FOR ODDS RATIO BASED ON COMBINING LOG ODDS (FLIESS, 10.22)
C
WEIGHT = 1.0 / TAB11 + 1.0 / TAB12 + 1.0 / TAB21 + 1.0 / TAB22
WEIGHT = 1.0 / WEIGHT
ODDSD = ODDSD + WEIGHT
ODDSN = ODDSN + WEIGHT * ALOG(TAB11 * TAB22 / (TAB12 * TAB21))
C
300 CONTINUE
C
C MANTEL-HAENSZEL CHI-SQUARE
C
CHISQ = (ABS(SN) - 0.5)**2 / SD
PVAL = ALNORM(SQRT(CHISQ),.TRUE.)
C
C MANTEL-HAENSZEL ESTIMATE
C
ODDS = SNMH / SDMH
C
C C.I. FOR ODDS RATIO
C
310 WRITE(IOUT,320)
320 FORMAT(/' Enter desired level of confidence: ' )
READ(IIN,*,ERR=310) CONF
COEF = -GAUINV((1.0 - CONF) / 2.0, IFAULT)
CONF = 100.0 * CONF
ODDSC = ODDSN / ODDSD
ODDSSE = 1.0 / SQRT(ODDSD)
CL = EXP(ODDSC - COEF * ODDSSE)
CU = EXP(ODDSC + COEF * ODDSSE)
C
WRITE(IOUT,400) ODDS,CHISQ, PVAL,CONF,CL,CU
400 FORMAT(/' Common odds ratio = ',G12.5/
* ' Mantel-Haenszel chi-square statistic = ',G11.4/
* ' P-value = ',F6.4//
* ' Approximate ',F4.1,'-% confidence interval for the odds',
* ' ratio:'/' (',F7.3,',',F7.3,')')
C
RETURN
END
C
SUBROUTINE MCNEMR(IIN,IOUT)
C
C MCNEMAR'S TEST
C
90 WRITE(IOUT,100)
100 FORMAT (/' Enter two discordant cells: ' )
READ(IIN,*,ERR=90) B, C
C
XMIN = AMIN1(B,C)
SUM = B + C
CHISQ = (2.0 * XMIN - SUM + 1.0)**2 / SUM
PVAL = 2.0 * ALNORM(SQRT(CHISQ),.TRUE.)
C
WRITE(IOUT,120) CHISQ, PVAL
120 FORMAT(' Chi-square statistic = ',G11.4,' with 1 d.f. P-value'
* ' = ',F6.4)
RETURN
END
C
FUNCTION PPCHI2(P,V)
C
C ALGORITHM AS 91 APPL. STATIST. (1975) VOL.24, NO.3
C
C TO EVALUATE THE PECENTAGE POINTS OF THE CHI-SQUARED
C PROBABILITY DISTRIBUTION FUNCTION.
C P MUST LIE IN THE RANGE 0.000002 TO 0.999998, V MUST BE POSITIVE,
C G MUST BE SUPPLIED AND SHOULD BE EQUAL TO LN(GAMMA(V/2.0))
C
C [FAULT INDICATOR REMOVED BY G.E.D.
C CALCULATION OF G ADDED BY G.E.D.
C
DATA E, AA /0.5E-6, 0.6931471805/
C
C AFTER DEFINING THE ACCURACY AND LN(2), TEST ARGUMENTS AND INITIALIZE
C
PPCHI2 = -1.0
IF (P .LT. 0.000002 .OR. P .GT. 0.999998) STOP 31
IF (V .LE. 0.0) STOP 32
G = ALGAMA(V / 2.0)
XX = 0.5 * V
C = XX - 1.0
C
C STARTING APPROXIMATION FOR SMALL CHI-SQUARED
C
IF (V .GE. -1.24 * ALOG(P)) GOTO 1
CH = (P * XX * EXP(G + XX * AA)) ** (1.0 / XX)
IF (CH - E) 6, 4, 4
C
C STARTING APPROXIMATION FOR V LESS THAN OR EQUAL TO 0.32
C
1 IF (V .GT. 0.32) GOTO 3
CH = 0.4
A = ALOG(1.0 - P)
2 Q = CH
P1 = 1.0 + CH * (4.67 + CH)
P2 = CH * (6.73 + CH * (6.66 + CH))
T = -0.5 + (4.67 + 2.0 * CH) / P1 -
* (6.73 + CH * (13.32 + 3.0 * CH)) / P2
CH = CH - (1.0 - EXP(A + G + 0.5 * CH + C * AA) * P2 / P1) / T
IF (ABS(Q / CH - 1.0) - 0.01) 4, 4, 2
C
C CALL TO ALGORITHM AS 70 - NOTE THAT P HAS BEEN TESTED ABOVE
C
3 X = GAUINV(P,IF1)
C
C STARTING APPROXIMATION USING WILSON AND HILFERTY ESTIMATE
C
P1 = 0.222222 / V
CH = V * (X * SQRT(P1) + 1.0 - P1) ** 3
C
C STARTING APPROXIMATION FOR P TENDING TO 1
C
IF (CH .GT. 2.2 * V + 6.0)
* CH = -2.0 * (ALOG(1.0 - P) - C * ALOG(0.5 * CH) + G)
C
C CALL TO ALGORITHM AS 32 AND CALCULATION OF SEVEN TERM
C TAYLOR SERIES
C
4 Q = CH
P1 = 0.5 * CH
P2 = P - GAMAIN(P1, XX)
T = P2 * EXP(XX * AA + G + P1 - C * ALOG(CH))
B = T / CH
A = 0.5 * T - B * C
S1 = (210.0+A*(140.0+A*(105.0+A*(84.0+A*(70.0+60.0*A))))) / 420.0
S2 = (420.0+A*(735.0+A*(966.0+A*(1141.0+1278.0*A)))) / 2520.0
S3 = (210.0 + A * (426.0 + A * (707.0 + 932.0 * A))) / 2520.0
S4 =(252.0+A*(672.0+1182.0*A)+C*(294.0+A*(889.0+1740.0*A)))/5040.0
S5 = (84.0 + 264.0 * A + C * (175.0 + 606.0 * A)) / 2520.0
S6 = (120.0 + C * (346.0 + 127.0 * C)) / 5040.0
CH = CH+T*(1.0+0.5*T*S1-B*C*(S1-B*(S2-B*(S3-B*(S4-B*(S5-B*S6))))))
IF (ABS(Q / CH - 1.0) .GT. E) GOTO 4
C
6 PPCHI2 = CH
RETURN
END
C
SUBROUTINE PROB(IIN, IOUT)
C
C PROBABILITY CALCULATION
C
DATA MAXDIST /5/
C
NDIST = 2
10 WRITE (IOUT,30)
30 FORMAT (/' Which distribution ?:'//
* ' 1 -- RETURN to main menu'/
* ' 2 -- standard normal'/
* ' 3 -- Student''s t'/
* ' 4 -- chi-square'/
* ' 5 -- F'//)
40 WRITE (IOUT,50) NDIST
50 FORMAT (' Pick one [',I1,']: ' )
READ (IIN,60,ERR=40) XNDIST
60 FORMAT (BN,F18.0)
IF (XNDIST.EQ.1.0) RETURN
IF (XNDIST.EQ.0.0) GOTO 70
IF (XNDIST.LT.2.0 .OR. XNDIST.GT.MAXDIST) GOTO 40
NDIST = XNDIST
C
70 GOTO (40,100,200,300,400), NDIST
C
100 CALL N01(IIN,IOUT)
GOTO 10
C
200 CALL STUDNT(IIN,IOUT)
GOTO 10
C
300 CALL X2DFC0(IIN,IOUT)
GOTO 10
C
400 CALL FDFC0(IIN,IOUT)
GOTO 10
END
C
FUNCTION PROBST(T,IDF)
C
C ALGORITHM AS 3 J.R.S.S. C, (1968) VOL. 17, NO. 2.
C
C STUDENT T PROBABILITY (LOWER TAIL)
C USES METHOD DUE TO D.B. OWEN (BIOMETRIKA VOL. 52 1965 DEC. P438)
C
DATA G1/0.3183098862/
C
F = IDF
A = T / SQRT(F)
B = F / (F + T ** 2)
IM2 = IDF - 2
IOE = IDF - 2 * (IDF / 2)
S = 1.0
C = 1.0
KS = 2 + IOE
FK = KS
IF (IM2 - 2) 6, 7, 7