Re: Re: st: Ranksum test for many events

[Nima Darbari <ramharz@gmail.com>]

Dear Nick
The question is when there is an IPO, what is the effect on the firms
from the same industry and firms from other industries. So for each
IPO, a change measure is calculated based on the pre-post event
figures then assuming independence the median change is compared
between two groups. I am not sure but I think data are not really time
series in this case.
Best
Nima

On Fri, Dec 20, 2013 at 10:10 AM, Nima Darbari <ramharz@gmail.com> wrote:
> Dear David
> Actually the question is when there is an IPO, what is the effect on
> the firms from the same industry and firms from other industries. So
> for each IPO, a change measure is calculated based on the pre-post
> event figures then assuming independence the median change is compared
> between two groups. I think your solution is reasonable in this case,
> isn't it?
> Best
> Nima
>
> On Thu, Dec 19, 2013 at 2:48 PM, Airey, David C
> <david.airey@vanderbilt.edu> wrote:
>> .
>>
>> Hmm. Now I feel I don't really understand the structure of the
>> data. Are the 100 events 100 time points? Do you want an omnibus
>> test across all events for the two groups for the median difference?
>>
>> Hopefully others will shed light on your problem.
>>
>> Cheers,
>>
>> -Dave
>>
>>> If the raw data are time series, standard P-values are probably
>>> worthless as they rest on an assumption of independence.
>>>
>>>
>>> Nick
>>> njcoxstata@gmail.com
>>>
>>>
>>> On 19 December 2013 12:47, Airey, David C <david.airey@vanderbilt.edu> 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
>>>>
>>
>>
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