Cruces,GA
> I was wondering if there is any program - standard or
> user-written - to
> perform tests of dominance between distributions. I only
> know ksmirnov
> for tests of equality of distribution, and there are some
> graphic tools
> to perform similar analisys (glcurve, cdf, etc.).
Whenever I see the word "test", I reach for an
estimation procedure.
If you are comparing distributions of two groups,
-ranksum- has a -porder- option which gives an
estimate of the probability that the variable
for the first group is larger than the variable
for the second group. This often is more scientific
use than a P-value.
The confidence interval corresponding to -ranksum- can be for one of 2
things, namely the Hodges-Lehmann median difference or Somers' D. (Somers'
D is defined as the difference between 2 probabilities, namely the
probability that a randomly-chosen member of Group A has a higher value
than a randomly-chosen member of Group B and the probability that a
randomly-chosen member of Group B has a higher value than a randomly-chosen
member of Group A.)
