Thank Roger. I am familiar with this program and I
have used it before. So the test really test both
hypotheses: that the difference between the median is
zero, and that the degree of non-overlap of the two
populations is zero. i.e. whether the degree of
overlap between the two populations is significantly
different than would be expected by chance alone. Is
this correct?
Thank you,
Ricardo.
--- Roger Newson <[email protected]> wrote:
> At 18:35 21/01/2005, Ricardo Ovaldia wrote:
> >Dear _all;
> >
> >I remember few years ago, there was a discussion on
> >the list about whether the Mann-whitney-wilcoxon
> test
> >in Stata was testing the null that the medians from
> >two distributions where equal, or it was really
> >testing that the the degree of overlap between the
> two
> >distributions was equal. i.e. equality of
> >distributions.
> >
> >I recall that it was concluded that test was not
> >medians but of distributions. I looked through the
> >archives but could not find the tread. Does any one
> >recall this discussion or can offer an opinion on
> this
> >topic? Textbooks and other sources refer to this
> test
> >a a test of medians, are they wrong?
>
> The Wilcoxon test can be seen as a test of a null
> hypothesis proposing a
> zero value for 2 parameters, namely the
> Hodges-Lehmann median difference
> and Somers' D of the outcome with respect to
> membership of the first group
> (instead of the second group). Both of these
> parameters can be estimated
> with confidence limits, and most scientists these
> days consider a
> confidence interval to be more informative than a
> P-value for a hypothesis
> test.
>
> These parameters were discussed in a Stata Journal
> article (Newson, 2002),
> which can be downloaded as a pre-publication draft
> in .pdf format from my
> website (see my signature), either using a browser
> or from inside Stata by
> typing
>
> findit params
>
> and downloading the ancillary .pdf files by clicking
> on "click here to get".
>
> I hope this helps.
>
> Best wishes
>
> Roger
>
>
> References
>
> Newson R. 2002. Parameters behind "nonparametric"
> statistics: Kendall's
> tau, Somers' D and median differences. The Stata
> Journal 2(1): 45-64.
>
>
> --
> Roger Newson
> Lecturer in Medical Statistics
> Department of Public Health Sciences
> King's College London
> 5th Floor, Capital House
> 42 Weston Street
> London SE1 3QD
> United Kingdom
>
> Tel: 020 7848 6648 International +44 20 7848 6648
> Fax: 020 7848 6620 International +44 20 7848 6620
> or 020 7848 6605 International +44 20 7848 6605
> Email: [email protected]
> Website: http://phs.kcl.ac.uk/rogernewson/
>
> Opinions expressed are those of the author, not the
> institution.
>
> *
> * For searches and help try:
> *
> http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
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>
=====
Ricardo Ovaldia, MS
Statistician
Oklahoma City, OK
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