hi. I have to compare the mean and the median of a
variable for two groups of firms (acquired and
acquirer) but this variable is not normally
distributed (so that I cannot use ttest).
I know the command ksmirnov and median to compare the
distribution and the median but they just tell me that
they are not equal. When I look at the main statistics
(using "summarize, detail" for the two groups), I have
that the mean is grater in one group but the median is
lower. Any suggestion?
You might use the program -cendif-, part of the -somersd- package, to
calculate confidence intervals for median differences or ratios. The
package is distributed with .pdf manuals. In Stata, type -ssc desc somersd-
to find out more.