Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Ranksum test for many events
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Ranksum test for many events
Date
Thu, 19 Dec 2013 12:51:18 +0000
If the raw data are time series, standard P-values are probably
worthless as they rest on an assumption of independence.
Nick
[email protected]
On 19 December 2013 12:47, Airey, David C <[email protected]> wrote:
> .
>
> You can use -statsby- with -ranksum- to collect p-values by group
> and then apply a multiple test correction procedure using -qqvalue-
> from SSC on the resulting p-values.
>
>
>> Dear All
>> I want to run a ranksum test to compare the median changes in a figure
>> between two group of firms before and after some 100 events. The
>> number and combination of firms in each group changes from event to
>> event. I was wondering if I need to run the test for each event
>> separately or there is a way to do it for all events at once. As far
>> as I understand, one can only introduce a dummy group variable in
>> ranksum command in Stata, and I don't see how 'in' or 'if' can be used
>> to run the test for all events at once.
>> Best
>> Nima
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/