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Re: st: sign test output
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: sign test output
Date
Wed, 16 Jan 2013 09:33:16 +0000
In addition, it could be as or more useful to think in terms of
confidence intervals. With this sample size and average, 0.5 lies well
outside 95% intervals for the probability of being positive, and that
is robust to method of calculation:
. cii 346 221
-- Binomial Exact --
Variable | Obs Mean Std. Err. [95% Conf. Interval]
-------------+---------------------------------------------------------------
| 346 .6387283 .0258248 .5856497 .6894096
. cii 346 221, jeffreys
----- Jeffreys -----
Variable | Obs Mean Std. Err. [95% Conf. Interval]
-------------+---------------------------------------------------------------
| 346 .6387283 .0258248 .5871262 .6880204
. cii 346 221, wilson
------ Wilson ------
Variable | Obs Mean Std. Err. [95% Conf. Interval]
-------------+---------------------------------------------------------------
| 346 .6387283 .0258248 .5868449 .6875651
Nick
On Wed, Jan 16, 2013 at 9:13 AM, Maarten Buis <[email protected]> wrote:
> On Wed, Jan 16, 2013 at 9:38 AM, Nahla Betelmal wrote:
>> I have generated this output using non-parametric test "one sample
>> sign test" with null: U=0 , & Ua > 0
>>
>> However, I do not understand the output. where is the p-value? is it
>> 0.5 in all cases or the 0.000 ( as in the first and third cases) and
>> 1.000 as in the second case?
>>
>>. signtest DA_T_1= 0
>>
>> Sign test
>>
>> sign | observed expected
>> -------------+------------------------
>> positive | 221 173
>> negative | 125 173
>> zero | 0 0
>> -------------+------------------------
>> all | 346 346
>>
>> One-sided tests:
>> Ho: median of DA_T_1 = 0 vs.
>> Ha: median of DA_T_1 > 0
>> Pr(#positive >= 221) =
>> Binomial(n = 346, x >= 221, p = 0.5) = 0.0000
>
> The p-value is the last number, so in your case 0.0000. The stuff
> before the p-value tells you how it is computed: it is based on the
> binomial distribution, and in particular it is the chance of observing
> 221 successes or more in 346 trials when the chance of success at each
> trial is .5. For this tests this chance is the p-value, and it is very
> small, less than 0.00005. If you type in Stata -di binomialtail(346,
> 221, 0.5)- you will see that this chance is 1.381e-07, i.e.
> 0.00000001381.
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