1. there have recently been a couple of article about this:
Rosner, B and Glynn, RJ (2009), "Power and Sample Size Estimation for
the Wilcoxon Rank Sum Test with Application to Comparisons of C
Statistics from Alternative Prediction Models," _biometrics_, 65: 188-197
Yan D. Zhao1, Dewi Rahardja2 and Yongming Qu1 (2008), "Sample size
calculation for the Wilcoxon–Mann–Whitney test adjusting for ties,"
_Statistics in Medicine_, 27: 462-468
literature on this goes back to at least a 1987 article by Noether in
Journal of the American Statistical Association
2. note that some of the other answers imply that this test is very
robust; this appears to be too strong a statement; see, e.g., Fagerland,
MW and Sandvik, L (2009), "The Wilcoxon-Mann-Whitney test under
scrutiny," _Statistics in Medicine_, 28: 1487-1497
Rich
Graham Smith wrote:
> Can anyone point me towards any help for doing a power analysis for a
> Mann-Whitney test (I'm still using v8 of stata if it matters)
>
> Many thanks,
>
> Graham
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