- Current version:
`1.2 3aug2020`

- Jump to:
`overview`

`installation`

`examples`

`update history`

`citation`

`wyoung`

is a Stata command that calculates adjusted *p*-values using the free step-down resampling methodology of Westfall and Young (1993). It also computes the Bonferroni-Holm and Sidak-Holm adjusted *p*-values. Algorithm details and simulation test results are documented here.

This command was developed as part of the Illinois Workplace Wellness Study.

Type `which wyoung`

at the Stata prompt to determine your `wyoung`

version. To install the most recent version, copy and paste the following line of code:

```
net install wyoung, from("https://raw.githubusercontent.com/reifjulian/wyoung/master") replace
```

To install the version that was uploaded to SSC, copy/paste the following line of code:

```
ssc install wyoung, replace
```

After installing, type `help wyoung`

to learn the syntax.

*Example 1.* Estimate a model separately for three outcomes (`mpg`

, `headroom`

, and `turn`

) and calculated adjusted *p*-value for `displacement`

(3 hypotheses).

```
sysuse auto.dta, clear
set seed 20
wyoung mpg headroom turn, cmd(regress OUTCOMEVAR displacement length) familyp(displacement) bootstraps(100)
```

For each regression, the output reports unadjusted and adjusted *p*-values for the null hypothesis that the coefficient on the variable `displacement`

is equal to 0. For example, in the regression `regress turn displacment length`

, the unadjusted *p*-value is 0.09 and the Westfall-Young adjusted *p*-value is 0.14.

*Example 2.* Estimate a model separately for three outcomes and for two subgroups defined by `foreign`

(3 X 2 = 6 hypotheses).

```
sysuse auto.dta, clear
set seed 20
wyoung mpg headroom turn, cmd(regress OUTCOMEVAR displacement length) familyp(displacement) subgroup(foreign) bootstraps(100)
```

*Example 3.* Estimate a model for three outcomes, for two subgroups defined by `foreign`

, and calculate adjusted *p*-values for both `displacement`

and `length`

(3 X 2 X 2 = 12 hypotheses).

```
sysuse auto.dta, clear
set seed 20
wyoung mpg headroom turn, cmd(regress OUTCOMEVAR displacement length) familyp(displacement length) subgroup(foreign) bootstraps(100)
```

*Example 4.* Estimate a model for three outcomes and test the linear restriction `_b[length] + 50*_b[displacement] = 0`

(3 hypotheses).

```
sysuse auto.dta, clear
set seed 20
wyoung mpg headroom turn, cmd(regress OUTCOMEVAR displacement length) familyp(length+50*displacement) familypexp bootstraps(100)
```

**1.2**`familyp()`

option now supports multiple variables.`subgroup`

option added

**1.1**`familyp()`

option now supports the testing of linear and nonlinear combinations of parameters

**1.0.5**`familyp()`

option now supports factor variables and time-series operators

**1.0.4**- Added support for commands that don’t store p-values in
`r(table)`

(eg`ivreg2`

)

- Added support for commands that don’t store p-values in
**1.0.3**- Better error handling for missing observations

**1.0.2**- Cluster bootstrap now required when clustered standard errors are present; force option added

**1.0.1**- Cluster bootstrap option added

`wyoung`

is not an official Stata command. It is a free contribution to the research community. You may cite it as:

Jones, D., D. Molitor, and J. Reif. “What Do Workplace Wellness Programs Do? Evidence from the Illinois Workplace Wellness Study.” *Quarterly Journal of Economics*, November 2019, 134(4): 1747-1791.