thanks guys!
----- Original Message ----
From: Christopher Baum <[email protected]>
To: [email protected]
Sent: Thursday, October 9, 2008 2:23:27 PM
Subject: st: re: m stat for sign test
<>
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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