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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: ...non parametric alternative to ANOVA... |

Date |
Sat, 3 Apr 2004 18:24:36 +0100 |

It seems to me that this raises two large questions: 1. Whether there is some non-parametric method for two-way ANOVA that handles interaction. In particular, my understanding is that Friedman's procedure does not extend to interactions. 2. Assuning an answer to 1, whether there is some Stata implementation. I am not aware of one. Rich Goldstein did a Friedman program in STB-3 in 1991. It still works, except that it assumes that you have no variables whose names begin with "r". If you have, the result will be wrong and they will get -drop-ped. I modernised the code as below. This has not been tested much at all. But it doesn't do interactions either. *! 2.0.0 NJC 3 April 2004 *! 1.01 Richard Goldstein 17 July 1991 program friedman8 version 8 syntax varlist(min=2 numeric) [if] [in] quietly { marksample touse count if `touse' if r(N) == 0 error 2000 else local n = r(N) local k : word count `varlist' tempvar ranksum rankss gen `ranksum' = 0 if `touse' foreach v of local varlist { tempvar rank egen `rank' = rank(`v') if `touse' replace `ranksum' = `ranksum' + `rank' drop `rank' } gen `rankss' = `ranksum'^2 su `rankss', meanonly local S = `r(sum)' - (((`k'^2) * `n' * (`n' + 1)^2) / 4) local F = (12 * `S') / (`k' * `n' * (`n' + 1)) local W = (12 * `S') / ((`k'^2) * `n' * (`n'^2 - 1)) local prob = `k' * (`n' - 1) * `W' } di "{txt}Friedman = {res}" %8.4f `F' di "{txt}Kendall = {res}" %8.4f `W' di "{txt}P-value = {res}" %8.4f chiprob(`n' - 1, `prob') end Nick n.j.cox@durham.ac.uk > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of > fabiopericolini@fastwebnet.it > Sent: 03 April 2004 04:38 > To: stata group mail > Subject: st: ...non parametric alternative to ANOVA... > > > Dear all, > someone can tell me something about the non parametric > alternatives to two-way > ANOVA in Stata. I have to discover/investigate if a > distribution is influenced > by the interaction of two factors, I had just applied the > kwallis test to > the distribution with a combined factor of the two factor > (combined factor= > group (factor1 factor2) with good results but I think that > this test doesn't > go where I wish to go. > Every opinion will be welcome. > Many thanks. > > > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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