Amani -
The Cramer- von Mises (CVM) test is for goodness of fit - not to be confused
with the CVM distribution on a circle. I believe the CVM test statistic is
something like the integral of the squared difference between the
hypothetical and empirical probability densities (as opposed to the
Kolmorogov Smirnov statistic which compares the the CDFs using an
absolute-value metric.
Al Feiveson
-----Original Message-----
From: [email protected]
[mailto:[email protected]]On Behalf Of [email protected]
Sent: Thursday, January 15, 2004 11:18 AM
To: [email protected]
Subject: st: RE: RE: Query: The Cramer-von Mises Test
My thanks to your reply Nick, I did see a pointer to your -circsumm- using
"net search Cramer-von Mises" but I did not immediately relate that to the
paper.
I will have a look at circsumm.ado and come back to you for more advice.
Best regards,
Amani
-----Original Message-----
From: [email protected]
[mailto:[email protected]]On Behalf Of Nick Cox
Sent: Wednesday, 14 January 2004 16:12
To: [email protected]
Subject: st: RE: Query: The Cramer-von Mises Test
I have used material from this reference in my program
-circsumm- which is available directly from SSC.
The specific test I used was the Kuiper test
for circular data. I guess this is related to, but
not identical to, what you want.
The code -circsumm.ado- may therefore be a stepping
stone to what you want.
Just yesterday I updated the program to -circsummarize-.
That is not yet on SSC.
Nick
[email protected]
[email protected]
>
> I need to use the Cramer-von Mises test for some
> comparisons (ref: Stephens,
> M. A. (1970). Use of the Kolmogorov-Smirnov, Cramer-von
> Mises and Related
> Statistics Without Extensive Tables. Journal of the Royal
> Statistical
> Society, Series B, 32, 115-122).
>
> I was wondering whether someone has written an ado for that
> - I have already
> followed the regular stata searches (by "findit" and
> looking through the
> Statalist archives) and there seems to be nothing on offer.
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