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Re: st: Stratified Wilcoxon Test


From   Joseph Coveney <jcoveney@bigplanet.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Stratified Wilcoxon Test
Date   Fri, 08 Nov 2002 14:47:23 +0900

Steve Albert asked about a stratified Wilcoxon test that is different from the 
Wilcoxon-Breslow test in -sts test-.  Richard Goldstein confirmed that Cytel has the 
stratified rank-sum test in its repertoire.

I believe that what Steve's looking for is also called van Elteren's test.  SAS can 
perform this, too, using its PROC FREQ with the Cochran-Mantel-Haenszel option. 
See ftp.sas.com/techsup/download/stat/vanelter.html for how.  Stata cannot perform 
this test with any built-in command or currently available user-written command, as 
far as I know.

Steve was surprised that Stata doesn't have much in the way of stratified rank-sum 
tests.  I believe that Stata Corp. had intended to implement more along this line 
(see the last paragraph of www.stata.com/support/faqs/stat/trend.html).

I understand that Steve's firm has committed to using the method in this case, but 
keep in mind that the Cochran-Mantel-Haenszel method has foibles when it comes 
to stratified analysis (see, for example, www.faqchest.com/appl/sas-l/sas-02/sas-
0208/sas-020830/sas02082705_09296.html).  

In another context--I'm using Stata to go through M. E. Stokes, C. S. Davis & G. G. 
Koch, _Categorical Data Analysis Using the SAS System, 2nd, (Cary, North 
Carolina:  SAS Institute, 2000)--I've found that a corresponding parametric model 
with an intraction term will typically best the Cochran-Mantel-Haenszel technique.  If 
the sample sizes are small, the parametric model using Stata's -perm- or -permute- 
has worked nicely.  Perhaps this is one reason why Stata hasn't had much incentive 
to implement the technique more vigorously.

Joseph Coveney
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