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Re: st: m stat for sign test


From   Richard Goldstein <[email protected]>
To   [email protected]
Subject   Re: st: m stat for sign test
Date   Thu, 09 Oct 2008 14:53:42 -0400

this information is saved by Stata as part of standard practice -- to see what is saved type -return li- after you run -signtest- or look at the help file or the manual

Rich

Chris Witte wrote:
The excerpt below is taken from SAS's help.  This is what I would like in addition to the p-value:

Sign Test

PROC UNIVARIATE calculates the sign test statistic as M=(n+ -n- )/2
where n+ is the number of values that are greater than mu_o and n- is the number of values that are less than mu_o. Values equal to mu_o are discarded. Under the null hypothesis that the population median is equal to mu_o
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