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st: RE: Wilcoxon-ranksum-test


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Wilcoxon-ranksum-test
Date   Fri, 20 Feb 2004 11:42:20 -0000

Often it is easier to understand 
precisely what is going on by 
looking at the code. In your case 

. findfile ranksum.ado
. doedit `r(fn)' 

shows that Prob > |Z| is, 
in Stata language and in this case,  

2 * normprob(-0.354) 

or 

2 * (1 - normprob(0.354)) 

In other words, it is a P-value
calculated on the assumption that
under the null hypothesis 
the sampling distribution of z is Gaussian 
with mean 0 and variance 1. Note that 
sign is disregarded. 

With -ranksum- I always like to see the 
results of the -porder- option, which has 
a substantive interpretation. 

Nick 
n.j.cox@durham.ac.uk 

Andreas Aschbacher
 
> 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
> -
>     gender |      obs    rank sum    expected
> -------------+---------------------------------
>           m |   3.7e+05  1.397e+11   1.398e+11
>           W |   3.7e+05  1.382e+11   1.382e+11
> -------------+---------------------------------
>     combined |   7.5e+05  2.780e+11   2.780e+11
> 
> unadjusted variance   8.636e+15
> adjustment for ties  -1.316e+08
>                      ----------
> adjusted variance     8.636e+15
> 
> Ho: dosis(gender==m) = dosis(gender==W)
>              z =  -0.354
>     Prob > |z| =   0.7236
> 
> 
>  -                             
> 
> because of theorie in my books and referencebook in Stata is not
> "exactly the same" I want to assure about denotation of results ?
> z= -0.354 is check-value   - o.k.
> but I don't understand : Prob > |z| =   0.7236
> Confidence-intervall that H0 is right - is ~72%  ??
> but what does mean : Prob > |z| ?

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