REGISTER OF PACKAGE PROGRAMS FOR EXACT STATISTICAL INFERENCE
VERSION 2.7 : 08-JUL-96
STATUS OF THIS DOCUMENT/FILE
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This document/file is organised to provide a list of package programs
known to us at exact-stats which undertake exact randomisation
statistics and related techniques, along with descriptions of the
individual items provided by suppiers and contact details. You may
find that the list of items is longer than the list of descriptions - it
is hoped that this mismatch will dwindle as suppliers see the advantage
of letting people read about their products and find time to provide
NAMES OF PACKAGE PROGRAMS :
RESAMPLING STATS (C)
SPSS Exact Tests (C)
Statistical Calculator ('SC') (C)
StatXact Turbo (C)
StatXact Version 3 for Windows (C)
Key : (C) = Commercially Marketed ; (F) = Free (non-commercial use)
(S) = Shareware Distributed
Supplier : Cytel Software Corporation, 675 Massachusetts Avenue,
Cambridge, Massachusetts 02139, USA; Phone : 617-661-2011;
Fax : 617-661-4405; E-mail : email@example.com
Version: 1.1 (July 1993);
Hardware and Software Environment : IBM PC and Compatibles, MS DOS,
OS 2 and Windows
Costs from $295 to $1495 (depending on product and network)
Contact Person : Dr. Cyrus R. Mehta
Product Review : Author Lemeshow, S (1994) : Epidemiology 5,
LogXact-Turbo: Software for Exact Logistic Regression : Release 1.
LogXact is the only software package in the world supporting exact
inference for logistic regression. The usual method of estimating the
parameters of logistic regression is maximum likelihood. However for
small or imbalanced data sets the maximum likelihood method is often
inaccurate, and sometimes unable to produce any estimates at all. In
1970, D.R. Cox proposed an alternative method of inference based on the
exact permutation distribution of the sufficient statistics for the
regression parameters. The method yields exact p-values and confidence
intervals no matter how small, sparse, or imbalanced the data are.
Until recently the computational difficulties inherent in generating
the exact permutation distributions precluded using this method. But
new algorithms by Dr. Cyrus Mehta and his colleagues at Harvard
University have made exact inference in logistic regression practical.
The algorithms are published in J.American Stat.Assn. vol 82, pages
1110 to 1117, 1987, and Biometrics, vol 44, pages 803-814, 1988.
For this work they received the 1988 George W. Snedecor award from the
American Statistical Association. LogXact has evolved over a period of
five years and incorporates these computational advances into a
friendly software package. It computes both exact and asymptotic
p-values and confidence intervals. In addition to the usual logistic
regression model, it also handles conditional logistic regression for
matched case-control studies or clustered binomial data.
Contact : Richard May
Address: 1217 E. Brickyard Road, #106, Salt Lake City, UT 84106, USA
A primitive version (2.0) was described in _Behavior Research Methods,
Instruments & Computers_ (1989, 21, 482-483). The current version
(3.8) is accompanied by NPFACT 1.0 (December, 1993).
These DOS programs are menu-driven. The programs carry out parametric
as well as randomization tests, for several research designs including
independent groups (equal or unequal n), repeated measures, and
correlations. The user may obtain a copy of the randomization
distribution if desired. Transformations are available including ranks
which give access to more widely known tests (e.g.,
Wilcoxon-Mann-Whitney). There are also options for discrete data which
include Fisher's exact test.
Although NPSTAT 3.8 includes parametric analysis of 2-factor designs,
NPFACT 1.0 carries out both parametric (F) and nonparametric
(randomization) tests for 2-factor and 3-factor designs in independent
(between), dependent (within), and mixed designs. A given set of data
may be easily analyzed by a variety of analyses to suit the needs of the
Contact: Andrew F. Hayes, University of New England, Department of
Psychology, Armidale, NSW 2351, Australia.
Current version: 1.2.1 (Version 2.0 expected in early 1997)
Hardware/Software: Macintosh, 500K RAM, System 6.0 or later.
DOS/Windows versions planned for release in 1997.
PERMUSTAT is currently available free of charge for noncommerical
distribution. Version 1.2 can be downloaded from the MacPsych archive
by anonymous ftp to ftp.stolaf.edu/pub/macpsych. The files can be
decompressed with Unstuffit,a shareware program available through the
archive. PERMUSTAT is described in Behavior Research Methods, Instruments,
and Computers, vol 28, 1996.
PERMUSTAT is a stand-alone Macintosh application that will compute
approximate and exact p values via data permutation for Pearson and
Spearman correlations and the difference between two means
(independent or dependent). Fisher's exact test for 2x2 tables can
also be conducted using the independent means option. Data can be
entered manually or read from a disk file. No data editing features
are included in version 1.2.x Output can be saved as text for printing.
Plans for version 2.0 include analysis of one-way ANOVA-type designs
(between and within), rank transformation of data, direct printing,
and data editing capabilities.
Contact: Peter Bruce
Address: Resampling Stats Inc., 612 N.Jackson St., Arlington, VA 22201,
World Wide Web: http://www.statistics.com
phone: 703-522-2713 ; fax: 703-522-5846.
Hardware/Software requirements: Versions for DOS, Windows and Macintosh
Price: $225 ; Academic Price : $125 ; Academic Site License (network
installation for class use): $350
Resampling Stats is a simple but powerful programming language designed
to facilitate resampling methods, including randomization tests and
bootstrap procedures. Commands like SHUFFLE, TAKE, SAMPLE and COUNT
manipulate data vectors within repeat loops, enabling quick and
flexible programming. Extensive online help (including a syntax prompt
that helps you write programs) -- the program has been used
successfully by 12 year olds. Comes with 80-page user guide.
A companion text "Resampling: The New Statistics" is also available
($30). This is an introduction to statistics from a resampling /
simulation perspective. Resampling Stats also carries stocks of
most of the published books on resampling and randomization
methods, including Efron and Tibshirani's "Introduction to the
Bootstrap", Westfall and Young's "Resampling-Based Multiple
Testing," Manly's "Randomization and Monte Carlo Methods in
Biology," and more. See web site at www.statistics.com for a
complete listing, including detailed book descriptions and prices.
Contact Person: Bryan Manly
Address: Centre for Applications of Statistics and Mathematics,
University of Otago, P.O. Box 56, Dunedin, New Zealand
or (in North America) Western EcoSystem Technology Inc.,
1402 s. Greeley Highway, Cheyenne, Wyoming 82007 (Telephone 307-
634-1756, Fax 307-637-6981).
The computer program RT is based on the FORTRAN programs included
in the book Randomization and Monte Carlo Methods in Biology,
written by Bryan Manly and published by Chapman and Hall in 1991.
It runs on IBM PC, XT, AT, PS/2, or compatible microcomputers with
at least 640k of RAM memory and 700k of disk space. Additional
desirable hardware features are a CGA, EGA or VGA graphics card and
a maths coprocessor.
The program includes modules for:
* entering, editing, transforming and plotting data
* calculating distance matrices
* the paired comparison and Fisher randomization test on one sample
* two sample comparisons of means and variances
* analysis of variance with one to three factors, with
randomization of observations or residuals
* simple and linear multiple regression, with randomization of
observations or residuals
* Mantel's test with up to nine matrices of dependent variables
* Mead's test and Monte Carlo tests for spatial patterns
* tests for trend, autocorrelation and periodicity in time series
* multivariate tests
Improvements on version 1.01 of RT include: an extra time series
test, output to a log file as well as the screen, and the option to
randomize residuals with analysis of variance and regression.
Version 1.02A is the same as version 1.02 except that some minor
faults have been corrected.
Statistical Analysis System (SAS)
SAS Institute Inc., SAS Campus Drive, Cary, NC 27513. Many platforms.
SAS is one of the general statistical software packages that includes
options for exact and Monte Carlo permutation tests. The software
technology is largely provided by Cytel - producers of StatXact.
1. PROC FREQ: The EXACT option of the TABLES statement provides
Fisher's exact test for contingency tables that are larger than 2x2.
The CHISQ option of the TABLES statement also provides Fisher's exact
test in addition to several chi-square tests if the table is 2x2. The
Mehta-Patel network algorithm is used for efficient computation (more
information in SAS/STAT User's Guide, Vol. 1: ACECLUS-FREQ, Version 6,
2. PROC MULTTEST: This procedure handles data arising from a
multivariate one-way ANOVA model, possibly stratified, with continuous
and discrete response variables. You can perform a t-test for the mean
for continuous data and the following statistical tests for discrete
data: Cochran-Armitage linear trend test, Freeman-Tukey double arcsine
test, Peto mortality-prevalence test, and Fisher's exact test. The
following p-values adjusted for multiplicity are offered: Bonferroni,
Sidak, bootstrap, and permutation. Nonsequential or sequential
adjustments are possible. A simple Monte Carlo permutation t-test
is obtained by selecting TEST MEAN(dependent) and specifying only one
contrast: CONTRAST 'name' 1 -1 (more information in SAS Technical Report
P-229 and in Westfall and Young, 1993).
3. PROC NPAR1WAY, PROC UNIVARIATE, AND PROC RANK: With these procedures
the classical nonparametric rank tests can be performed. With PROC
NPAR1WAY one can perform the Wilcoxon rank-sum test (Mann-Whitney U
test), the Kruskal-Wallis test, the median test (Brown-Mood), the Van
der Waerden test, and the Savage test. With PROC UNIVARIATE one can
perform the sign test and the Wilcoxon signed rank test. Friedman's
test and approximations to other nonparametric rank tests can be
performed using PROC RANK before using the regular ANOVA or GLM
procedures. (more information in SAS/STAT User's Guide, Vol. 2:
GLM-VARCOMP Version 6, 4th ed., and in SAS Procedures Guide, Version 6,
Also see the entry for StatXact provided elsewhere in this listing.
SINGLE CASE RANDOMIZATION TESTS (SCRT)
Contact: Patrick Onghena
Address (development and information): Katholieke Universiteit Leuven,
Department of Psychology, Tiensestraat 102, B-3000 Leuven, Belgium
Address (distributor): Interuniversity Expertise Center ProGAMMA,
P.O> Box 841, 9700 AV Groningen, The Netherlands.
Programmed by Geert Van Damme and Patrick Onghena.
Hardware and software environment: IBM-compatible PC with 640 Kb
RAM at least, running DOS 2.0 or higher. Useful supplementary (but not
necessary) hardware are: a hard disk, a mouse, a RAM drive (for fast
access to temporary files), a mathematical co-processor or 80386 or
80486 processor (for fast execution of computer intensive statistical
analyses), and a printer.
SCRT is a software package to design single case experiments and to
perform graphical and statistical analyses on data collected within such
a design. All statistical tests of SCRT are based on the principle of
randomization, and are implementations of the procedures described in
journals like Behavioral Assessment and Behaviour Research and Therapy,
and in the handbook on randomization tests by Eugene Edgington. The
major types of single case experimental designs that are included as
defaults are Alternating Treatments Designs, AB Designs and extensions
(ABA, ABAB, etc.), and Multiple Baseline Designs, but a facility is
provided to build and analyze any other tailor-made randomized design.
One of the strengths of the implemented permutation procedures is that
the test statistics are not restricted to those whose sampling
distribution has been derived analytically. Therefore, in SCRT a Test
Statistics Editor is provided where customized statistics may be built
and selected as the criterion for the randomization test.
For small-N designs or larger projects involving replications of single
case experiments, a nonparametric meta-analytic procedure is included.
The integration of single case designs and meta-analysis provides the
researcher a bottom-up methodology for analyzing experimental data. In
the usual top-down approach of group designs, all data are entered in an
overall analysis first and afterwards the question of the
generalizability of the mean effect to the individual is addressed. The
bottom-up approach of single case meta-analysis allows the researcher to
analyze the data on an individual level first and to integrate the
results on a group level afterwards.
Besides statistical tests, also descriptive statistics, graphical
analyses, plots of the randomization distribution, and plots of the
evolution of the p-value during the analysis can easily be obtained.
Before the analysis, ordinal, Z, square root or other transformations
are possible on the data. After each randomization analysis, a report
with descriptive statistics and the results of the tests are generated.
If the randomization test is based on random shuffling, 95% and 99%
confidence intervals for the p-value are provided.
The program can be mouse-driven or keyboard-driven. Options are
selected from pull-down menus or in dialog windows. Analyses are
performed by using hot-keys or pushing screen buttons. Data can be
loaded from an ASCII-file or entered directly in the SCRT Data Editor.
Output may be directed towards an ASCII-file or immediately to the
printer, and graphs may be downloaded with a memory-resident screen
capture utility. A 30 page manual and an extensive README-file explain
all the details of SCRT and illustrate them with artificial and
Contact: Normand Pelandeau
Address: 5000 Adam Street, Montreal, QC, Canada H1V 1W5
Version: 3.5 (September 1994);
SIMSTAT is currently available as a Shareware program. It requires 356K
of free RAM and 1Mbyte of disk space. The registered version can be
obtained for $71 ($73 outside USA and CANADA). Educational license and
quantity discounts are also available.
SIMSTAT v3.0 is an easy statistical and simulation program for DOS with
pulldown menus, context sensitive help and mouse support. It can read
various file formats such as ASCII, dBase, Lotus 1-2-3, SPSS/PC+, SPSS
for Windows. The program provides a wide range of statistical analysis
such as frequency, crosstabulation, breakdown, t-test, multi-way
anova/ancova, linear, nonlinear & multiple regression analysis
(standard, stepwise, forward, backward, and hierarchical), time-series,
reliability analysis, and a wide range of nonparametric tests. The
program also includes some analysis rarely found in other programs such
as interraters agreement measures, multiple responses analysis, ROC
curves analysis, and single case experimental design. SIMSTAT also
provides an extensive bootstrap module with allow you to obtain the
empirical sampling distribution of 27 different estimators. Typical
bootstrap output includes descriptive statistics, nonparametric and bias
corrected confidence intervals, high-resolution histogram, percentile
table, and proportion of samples reaching various alpha levels. The
ability to alter the bootstrap sample size gives the possibility to use
the bootstrap procedure to perform nonparametric power analysis. The
FULL ANALYSIS command also allows to do almost any analysis available
within SIMSTAT on each bootstrap sample.
SPSS Exact Tests
Address: SPSS Inc., 444 North Michigan Avenue, Chicago, Illinois 60611.
Version: New in SPSS 6.1 for Windows (April 1995);
Hardware/Software Requirements: Many platforms.
SPSS is one of the general statistical software packages. The product
described here is fully integrated into SPSS Version 6.1 for Windows.
The software technology comes from Cytel - the producers of StatXact.
This software supplements the long-established Crosstabs and Nonpar
modules of the base SPSS package by providing exact p-values in place of
the corresponding asymptotic ones. It comes with its own user-manual
thoroughly documenting the statistical methods used to compute the exact
tests. The level of documentation is high so that the manual may even
be used to supplement textbooks for coureses on nonparametric
statistics. The following exact statistical procedures are provided :
1. One-sample goodness-of-fit inference (Chi-square Test;
2. One-sample inference for binary data (Binomial Test; Binomial
Confidence Intervals; Runs Test).
3. Paired-sample inference (Sign Test; Wilcoxon Signed-Rank Test;
McNemar's Test; Marginal Homogeneity Test).
4. Two independent samples inference (Wilcoxon-Mann-Whitney Test;
Kolmogorov-Smirnov Test; Wald-Wolfowitz Runs Test).
5. K related samples inference (Friedman's Test; Cochran's Q Test;
Kendall's W Test).
6. K independent samples inference (Median Test; Kruskal-Wallis Test;
7. Unordered RxC contingency tables (Fisher Exact Test; Pearson
Chi-Square Test; Likelihood Ratio Test).
8. Singly-ordered RxC contingency tables (Kruskal-Wallis Test).
9. Doubly-ordered RxC contingency tables (Jonkheere-Terpstra Test).
10. Measures of association for ordinal data (Pearson Correlation;
Spearman Rank-Order Correlation; Kendall Concordance; Kendall
Tau; Somer D; Gamma).
11. Measures of association for nominal data (Contingency Coefficients;
Goodman-Kruskal Tau; Uncertainty Coefficient).
12. Measures of agreement (Cohen Kappa).
Also see the entry for StatXact elsewhere in this listing.
STATISTICAL CALCULATOR (SC)
Contact/Author: Tony Dusoir
Address: Mole Software, 34 Greenville Rd., Bloomfield, Belfast BT5 5EP,
World Wide Web: http://www.shsj.ulst.ac.uk
phone/fax: (+44) (0)1232 454640
Platforms: DOS, Protected Mode (PM) DOS, Unix, T800 transputer.
Version: 1.3 (1995);
Prices: (GBP.): Single User PM DOS 349; University Dept. PM DOS 699;
Unix 5-user licence 699. No recurrent charges, free support.
SC is an extensible statistical environment, supplied with over 1200
built-in (compiled C) and external (written in SC's C-like language)
routines. Exploratory, robust, and distribution-free statistics are
particularly well represented. There are permutation-based methods for
contingency tables (chisquare, likelihood, Kendall S, Theil U, kappa,
tau, odds ratio), 1-sample inference (Wilcoxon & Fisher
tests/intervals), >=2-sample comparisons (Mann-Whitney, Pitman,Friedman,
Cochran, Kruskal-Wallis, Jonckheere,..), correlation
(Pitman/Pearson,tau,Spearman), multivariate data (MV runs test,
Boyett/Schuster, T-square,.), and for Anova and Regression designs.
There are also many random number generators, sampling/shuffling/
assigning routines for easy building of other methods. SC's rich
programming language makes it easy to use exact routines inside other
procedures, e.g. CART (Classification & Regression Trees), or in Monte
Carlo teaching demos.. There are specialised 'ready-made' bootstrap
routines (e.g. for testing homoscedacity, detecting multimodality,..)
+ general bootstrapping and jack-knifing facilities. Robust
M-estimation methods, and over 50 high-accuracy distribution-function
routines, are also included.
Contact: Dr. Cyrus R. Mehta
StatXact-Turbo: Exact Nonparametric Inference : Release 2
Supplier : Cytel Software Corporation, 675 Massachusetts Avenue,
Cambridge, Massachusetts 02139, USA
Hardware and Software Environment : PC 286, 386 or PC 486 with MS DOS,
OS 2 or Windows; Sun Sparc Station with Unix.
Costs: from $195 to $1495 (Depending on Product and Network)
Product Review : Lynch, James C and Landis, J. Richard (1991) The
American Statistician 45, pp151-154.
StatXact computes exact p-values and exact confidence intervals for
nonparametric and contingency table data. The usual asymptotic methods
of analysis are unreliable for such data, but the exact methods of
StatXact, based on permuting the observed data in all possible ways that
they could have arisen, provide absolute reliability, no matter how
small, sparse or imbalanced the data are. StatXact is based on over ten
years of research in the field of computational statistics by Dr. Cyrus
Mehta and his colleagues at Harvard University. Their algorithms are
published in journals like: J. Amer. Statist. Assn., Biometrika,
Biometrics, and J. Comp. Graph. Stat. The software is installed at
several thousand sites including the Food and Drug Adminsitration,
the Centers for Disease Control, the National Institutes of Health,
and numerous leading Universities all over the world. Statistical
procedures include: one-sample tests, two-sample tests, rxc contingency
tables, stratified 2x2 and stratified 2xc contingency tables, and exact
confidence intervals for odds ratios. The exact results in StatXact are
validated in an article by Strawderman and Mehta, Comp. Stat. and Data
Analysis, 14, 2, 263-266, 1992.
Two derivatives of StatXact, provided by agreement with Cytel, are
available as modules within major general-purpose statistical packages.
A special version, StatXact for SAS is also available for users who wish
to remain within the SAS environment. A module is available for use
within SPSS. See entries for SAS and SPSS in this list.
Also see entry for StatXact Version 3 for Windows in this list.
STATXACT VERSION 3 FOR WINDOWS
Testimate, Version 5.2 (December 1994)
Contact: Dr. Volker W. Rahlfs
Address (supplier): idv: Datenanalyse und Versuchsplanung, Wessobrunner
Strabe 6, D-82131 Gauting, Munich, Germany; phone: 89.850.8001
also, SciTech International, Inc., 2231 North Clybourn Avenue, Chicago,
IL 60614-3011, USA; phone: 800.622.3345 or 312.472.0444; fax:
Hardware and Software Environment: IBM PC and compatibles, MS DOS
Kallam, M (1994): Social Science Computer Review, 12, pp. 149-152
Niculescu, SP (1994): Environmetrics, 5, pp. 87-88
Petticrew, M (1994): British Journal of Mathematical and
Statistical Psychology, 47, p. 191
Computes exact p-values and exact confidence intervals for nonparametric
data, for contingency table data, for simple linear models (one-way
ANOVA and ANCOVA), and for equivalence procedures in some cases
(e.g., cross-over studies). The authors have written up some of their
work in journals; a recent publication giving some flavor of their
philosophy is: Rahlfs, VW and Zimmerman, H (1993), "Scores: Ordinal
Data with Few Categories--How Should They Be Analyzed?", _Drug
Information Journal_, 27, 1227-1240. Statistical procedures include:
t-test (paired and unpaired), Fisher-Pitman test, Kolmogorov-Smirnov,
Wilcoxon-Mann-Whitney, Median test, Mantel-Haenszel test, 2x2 table,
2xC table, all possible tests (Streitberg-Rohmel), Kruskal-Wallis,
Multi-group median test, Mantel-Haenszel multi-group, Rx2 table,
RxC table, Wilcoxon signed ranks, sign test, MeNemar's chi-squared,
Friedman, one-way analysis of variance and analysis of covariance,
logrank test and Crossover analysis. Documentation includes a separate
71 page examples booklet. (Some of this information was taken from an
advertisement on p. 47 of the August-September 1994 _Amstat News_.)