Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: -vanelteren- package available from SSC


From   Joseph Coveney <jcoveney@bigplanet.com>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   st: -vanelteren- package available from SSC
Date   Tue, 11 May 2004 09:34:21 +0900

Thanks to Kit Baum, a Stata package -vanelteren- has been posted on SSC for 
installation.  

This package implements van Elteren's test, an extension of the Wilcoxon-Mann-
Whitney rank sum test that allows for blocking or stratification on a third 
variable.  It can be thought of as a nonparametric analogue of randomized 
blocks ANOVA, with the exception that, like the Wilcoxon-Mann-Whitney test, van 
Elteren's test allows only two levels of the -by- variable.

The response variable may be ordered categorical or continuous.  It imposes 
fewer assumptions than, say, -ologit- or -anova-.  The test appears to be 
popular in clinical trials, in both academic and industrial arenas.

Like the rank sum test and the corresponding Hodges-Lehmann estimate (-search 
npshift cendif somersd Newson, or-), van Elteren's test can be inverted to 
produce effect estimates and confidence intervals. Michael O'Kelly is giving a 
talk on this topic tomorrow at the annual conference of Statisticians in the 
Pharmaceutical Industry; see  www.statistikersamfundet.se/fms/psiinvit.pdf .

Although the implementation in -vanelteren- is for the asymptotic test 
statistic, it is a weighted rank sum test at heart, and an example of how to 
calculate an exact p-value is given by Lehmann (cited in the help file).  There 
is some finagling in -vanelteren- to allow string variables (e.g., ID 
variables) to be used in the -strata()- option, but -vanelteren- remains 
reasonably fast, and you can match, for example, Lehmann's exact p-value to any 
degree of precision desired using -vanelteren- with -permute-.

Joseph Coveney


*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index