Re: st: Non-parametric tests and weights

[Roger Newson <roger.newson@kcl.ac.uk>]

At 15:06 01/02/2005, Marcello Pagano wrote:
> A question from Heather Carroll:
>
> Why the nonparametric tests like kruskal wallis (kwallis) or wilcoxon 
> (ranksum) do not accept the use of sampling weights. Are these statistics 
> not biased no matter what the sampling design is?
I cannot speak for -ranksum- or -kwallis-. However, my own -somersd- 
package (downloadable from SSC) computes confidence intervals for the 
parameters corresponding to the so-called "nonparametric" Wilcoxon test, 
and allows the user to specify -pweights-. The -somersd- package has 2 .pdf 
manuals downloadable from SSC as ancillary files. Heather might also like 
to read my Stata Journal article (Newson, 2002) about confidence intervals 
for rank statistics. A pre-publication draft of this (in .pdf form) can be 
downloaded from my website (see my signature below), either by using a 
browser or by finding it within Stata by typing

findit params

which will point ther user to my website.

I hope this helps.

Best wishes

Roger


References

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



--
Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
King's College London
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Tel: 020 7848 6648 International +44 20 7848 6648
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Email: roger.newson@kcl.ac.uk
Website: http://phs.kcl.ac.uk/rogernewson/

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

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