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Re: st: non parametric tests


From   n j cox <n.j.cox@durham.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: non parametric tests
Date   Wed, 10 Aug 2005 17:07:57 +0100

stefania_ottone

>>> Is the spearman test run in stata corrected for ties?

In -spearman- the correlation is just the Pearson correlation
calculated on the ranks. Thus Stata does nothing special about
ties. I think Stata here shares in a widespread prejudice: if
ties are an issue for you, then either your sample is too small
or the data are too problematic for Spearman to be appropriate.
Getting the P-value exactly right if the main idea is dubious
is putting the emphasis in the wrong place. No doubt other
software can fill the gap.

Roger Newson's -somersd- may be better for your purpose.

>>> What does it mean ASE when computing the value of the Goodmans and Kruskals gamma? Is it the significance level? If not, how to define the significance of the correlation?

(Almost surely erroneous?) Asymptotic standard error.

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

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