Computed theoretical power for N=100 and N=200 scenarios

Modules/ado/plus/h/hermite.ado

@@ -0,0 +1,32 @@
+*! version 2.0, October 2002                                   (SJ4-1: st0057)
+
+program define hermite  
+      version 7.0
+	tokenize `0'
+	
+      local n "`1'"
+      local x "`2'"
+      local w "`3'"
+      local last = `n' + 2
+      tempvar p
+      tempname i
+      qui gen double `p' = . 
+      scalar `i' = 1
+          while `i' <= 10 {
+          qui replace `p' = 0 in 1
+          qui replace `p' = _pi^(-0.25) in 2
+          qui replace `p' = `x'*sqrt(2/(_n-2))*`p'[_n-1] /*
+          */	- sqrt((_n-3)/(_n-2))*`p'[_n-2] in 3/`last'
+          scalar `w' = sqrt(2*`n')*`p'[`last'-1]
+          scalar `x' = `x' - `p'[`last']/`w'
+          if abs(`p'[`last']/`w') < 3e-14 {
+          scalar `w' = 2/(`w'*`w')
+          exit
+          }
+      scalar `i' = `i' + 1
+      }
+ di in red "hermite did not converge"
+ exit 499
+end
+exit
+