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Nonparametric methods

Nonparametric tests

  • Sign test
  • Wilcoxon signed-rank test
  • Wilcoxon rank-sum (Mann–Whitney) test
  • Equality of medians
  • Kruskal–Wallis test
  • Kolmogorov–Smirnov test
  • Binomial probability test
  • Chi-squared tests for association
  • Tests for trend
  • One- and two-sample tests of proportions
  • Test for random order
  • Equality of survivor functions
  • Equality of ROC areas
  • Equality of ROC area against a standard ROC curve

See New in Stata 11 for more about what was added in Stata Release 11.

Nonparametric correlation coefficients

  • Spearman’s rank order
  • Kendall’s rank order
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