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st: Re: Wilcoxon-ranksum-test


From   Roger Newson <roger.newson@kcl.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: Wilcoxon-ranksum-test
Date   Fri, 20 Feb 2004 11:45:52 +0000

At 10:16 20/02/04 +0100, you wrote:
Dear fellows !

I made two sample Wilcoxon-ranksum-test
/ to show that two independent samples are from same distribution = H0/
with following results: m ... men     W ... woman
A Wilcoxon ranksum test cannot show that 2 independent samples are from the same distribution, because a high P-value does not prove a null hypothesis. If you want to calculate confidence intervals for rank statistics, then this can be done in Stata using the -somersd- package. A reference on this is Newson (2002). A pre-publication draft of this paper can be downloaded from my website (see my signature).

I hope this helps.

Roger

Reference

Newson R. Parameters behind "nonparametric" statistics: Kendall's tau, Somers' D and median differences. The Stata Journal 2002; 2(1): 45-64.


--
Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
King's College London
5th Floor, Capital House
42 Weston Street
London SE1 3QD
United Kingdom

Tel: 020 7848 6648 International +44 20 7848 6648
Fax: 020 7848 6620 International +44 20 7848 6620
or 020 7848 6605 International +44 20 7848 6605
Email: roger.newson@kcl.ac.uk
Website: http://www.kcl-phs.org.uk/rogernewson

Opinions expressed are those of the author, not the institution.

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