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Re: st: Re: vanelteren


From   Joseph Coveney <[email protected]>
To   Statalist <[email protected]>
Subject   Re: st: Re: vanelteren
Date   Sat, 30 Jul 2005 01:45:07 +0900

Ricardo Ovaldia wrote (excerpted):

My doubt arose because I get a highly statistical difference where I was not 
expecting one. The mean from the two culture mediums are similar (9.2 vs. 10.2) 
and the medians and rage are exactly the same:

                N   Mean  (SD)  Median    Min - Max
-----------------------------------------------------
Percent_0     7010   9.2 (8.2)   10.0    0.0 - 50.0
Percent_1     7390  10.2 (9.2)   10.0    0.0 - 50.0
-----------------------------------------------------

However, -vanelteren- yields p=0.0054 (asymptotic) p=0.002 (permutation based) 
and that seems strange:

. vanelteren percent, by(mm) strata(dam)

Generalized Wilcoxon-Mann-Whitney Ranksum Test (van Elteren's Test)
                                              
                                              Variance of
                       Weighted    Expected    Weighted
   Stratum   |   n   | Ranksum   | Ranksum  |  Ranksum
-------------+------+----------+---------+------------
           1 |    6  |    1.00   |    1.0   |    0.068
           2 |    2  |    0.50   |    0.5   |    0.000
           3 |    4  |    1.00   |    1.0   |    0.000
           4 |    3  |    1.00   |    1.0   |    0.042
.
.
.

         234 |    6  |    1.57   |    1.0   |    0.087
         235 |    9  |    1.40   |    2.0   |    0.113
         236 |    6  |    0.86   |    1.0   |    0.084
-------------+------+----------+---------+------------
    Sums     |1,485  |   375.02  |  363.0   |   18.646

--------------------------------------------------------------------------------

That the medians of the pooled data are identical wouldn't bother me so much as 
the difference between the asymptotic and permutation p-values with 256 dams.  

Take a look at what -xtreg percent mm, i(dam) fe- gives you (and also take a 
look at, say, -pnorm- on the residuals, for starters).  I'm guessing that 
-xtreg, fe- (which would have been my first choice with this design) gives you 
the same take-home message as what -vaneltern- does.

Joseph Coveney

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