st: m stat for sign test

[Christopher Baum <baum@bc.edu>]

< >
Chris said

I'm running a -signtest- analysis on groups of data to see whether  
they differ from an expected value.  The data isn't normally  
distributed, which is why I'm not using -ttest-.  I know that SAS  
reports the m statistic with the p-value from the sign test.  Can  
stata give this as well?

-signtest- gives you a p-val for the null, as described in the help,  
that the median difference between varname and exp is zero. Isn't that  
what you want to test the null that the grouped values of varname  
equal their corresponding exp in an average sense?

Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html

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