st: re: ksmirnov

[David Airey <david.airey@Vanderbilt.Edu>]

I have found that this test assumes random sampling. I had someone  
attempting it with multiple measures within animals.


While I'm on this topic, I found a note in the Statalist saying that  
the implementation of ksmirnov is faulty for discrete data. As far as  
I can tell, it has not been fixed, despite Stas and Ben asking:



> consider the following small fragment:
>
> set obs 20
> g z = invnorm(uniform())
> sort z
> g cdf = _n/20
> ksmirnov z = cdf
> ksmirnov z = norm(z)
> * those should give insignificant differences, as both are true
> distributions at this moment
>
> expand 50
> * now I made this a discrete distribution with 50 points at each of 20
> point masses
> ksmirnov z = norm(z)
> * this one is rejected: the distribution is not normal anymore
> ksmirnov z = cdf
> * but so is this one, with the difference between the empirical cdf
> and the theoretical
> * one being evaluated as 0.05!
>
> I think the issue is that in the code of -ksmirnov- (and it is not too
> difficult to locate) there are lines that looks essentially as
>
> sort x
> gen cdf = _n/_N
>
> which is not quite appropriate for discrete data. Something like
>
> bysort x (cdf): replace cdf = cdf[_N]
>
> should be added, so that the cdfs do look like Prob[X <= x], and the
> above problem would be solved.


> In September 2006, Stas Kolenikov pointed out that the Stata
> implementation of the Kolmogorov-Smirnov test (-ksmirnov-) produces
> flawed results on discrete data and that this could be fixed easily
> (http://www.stata.com/statalist/archive/2006-09/msg00483.html).
>
> As far as I can see, there has been no reaction to Stas' message on
> statalist and, although the date of the current -ksmirnov- version is
> 19dec2006, the program still does not seem to produce correct results
> nor does it issue a warning if ties are encountered.
>
> I came across this -ksmirnov- issue today while trying to use the
> program in some analyses. After being puzzled for a while I realized
> what the problem was an then did a Statalist search. Although I now
> have my own adaption of the program to serve my needs, I would really
> like to see -ksmirnov- handle discrete data correctly or, at least,
> issue a warning or error message. Chances are really high that one
> does not notice the problem, if there is only a moderate amount of
> ties in the data.
>
> ben
>
> And, by the way, it would be a piece of cake to make the program work
> with fweights.

Can't we get this one fixed or what??


-Dave
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/