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Nonparametric methods

Nonparametric tests

  • Sign test
  • Wilcoxon signed-rank test
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  • Wilcoxon rank-sum (Mann–Whitney) test
  • Equality of medians
  • Kruskal–Wallis test
  • Kolmogorov–Smirnov test
  • Binomial probability test
  • Chi-squared tests for association
  • Tests for trend
  • One- and two-sample tests of proportions
  • Test for random order
  • Equality of survivor functions
  • Equality of ROC areas
  • Equality of ROC area against a standard ROC curve
  • CUSUM
  • Interrater agreement

Quantile regression

  • Median regression
  • Least absolute deviations regression
  • User-specified quantiles
  • Koenker and Bassett and Huber sandwich standard errors with many choices of bandwidth methods and kernels Updated
  • Simultaneous quantile regression
  • Interquartile range regression

Nonparametric correlation coefficients

  • Spearman’s rank order
  • Kendall’s rank order

Survival analysis

  • Kaplan–Meier curves
  • Nelson–Aalen curves
  • Logrank and other tests of equality

Treatment effects

  • Nearest-neighbor matching
  • Propensity-score matching

Resampling and simulations

Smoothing

  • Univariate kernel density estimation
  • Lowess smoothing
  • Kernel-weighted local polynomial smoothing
  • Robust nonlinear smoother

ROC analysis

  • Adjust for covariates
  • Plot ROC curves

Centiles and confidence intervals

  • Estimate percentiles
  • Exact confidence intervals
  • Optionally assume normality

See New in Stata 13 for more about what was added in Stata 13.

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