st: re: m stat for sign test

[Christopher Baum <baum@bc.edu>]

<>
Given what you say SAS is calling the "m statistic", after executing - 
signtest- on mpg1 and mpg2 in the fuel dataset, just do

. di 0.5*(r(N_pos) - r(N_neg))
-2.5

Per Rich Goldstein's suggestion of using the returns. Likewise the p- 
value for the two one-sided tests and the two-sided test is saved, e.g.

. di r(p_2)
.2265625


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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