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

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Two questions on interpreting -signtest- output |

Date |
Mon, 14 Nov 2005 13:48:30 +0000 |

As you say, whether a one-tailed or two-tailed test is more appropriate

is for you to decide, given whatever science underlies

this problem.

You have an

enormous sample size, which makes P ~ 0 almost inevitable in

one tail and 1 - P ~ 1 ditto in the other.

That said, your test raises several distinct issues. Here are two:

1. Your calculation is still dependent on various independence assumptions, both within the economy at one time and between

two states of the economy.

2. You would probably learn more from a graph, a direct examination

of summary statistics and/or an attempt to estimate pr(x > y), even

if only as a descriptive statistic, say by using Roger Newson's

-somersd-.

Reza C Daniels

I am having difficulty interpreting output from two -signtest- commands.

* (1) Testing distribution of variable in 1995 and 2000 are equal

. signtest rtotshare95=rtotshare00

Sign test

sign | observed expected

-------------+------------------------

positive | 9646 13135

negative | 16624 13135

zero | 0 0

-------------+------------------------

all | 26270 26270

One-sided tests:

Ho: median of rtotsha~95 - rtotshare00 = 0 vs.

Ha: median of rtotsha~95 - rtotshare00 > 0

Pr(#positive >= 9646) =

Binomial(n = 26270, x >= 9646, p = 0.5) = 1.0000

Ho: median of rtotsha~95 - rtotshare00 = 0 vs.

Ha: median of rtotsha~95 - rtotshare00 < 0

Pr(#negative >= 16624) =

Binomial(n = 26270, x >= 16624, p = 0.5) = 0.0000

Two-sided test:

Ho: median of rtotsha~95 - rtotshare00 = 0 vs.

Ha: median of rtotsha~95 - rtotshare00 != 0

Pr(#positive >= 16624 or #negative >= 16624) =

min(1, 2*Binomial(n = 26270, x >= 16624, p = 0.5)) = 0.0000

-----

* (2) Testing distribution of variable in 2000 and 2004 are equal

. signtest rtotshare00=rtotshare04

Sign test

sign | observed expected

-------------+------------------------

positive | 15276 13135

negative | 10994 13135

zero | 0 0

-------------+------------------------

all | 26270 26270

One-sided tests:

Ho: median of rtotsha~00 - rtotshare04 = 0 vs.

Ha: median of rtotsha~00 - rtotshare04 > 0

Pr(#positive >= 15276) =

Binomial(n = 26270, x >= 15276, p = 0.5) = 0.0000

Ho: median of rtotsha~00 - rtotshare04 = 0 vs.

Ha: median of rtotsha~00 - rtotshare04 < 0

Pr(#negative >= 10994) =

Binomial(n = 26270, x >= 10994, p = 0.5) = 1.0000

Two-sided test:

Ho: median of rtotsha~00 - rtotshare04 = 0 vs.

Ha: median of rtotsha~00 - rtotshare04 != 0

Pr(#positive >= 15276 or #negative >= 15276) =

min(1, 2*Binomial(n = 26270, x >= 15276, p = 0.5)) = 0.0000

-----

My first question is: am I supposed to use a one sided test or the

two-sided test? My inclination is to use the one sided test given my

priors concerning the relationships between the variables.

My second question is: is it usual to see values of either 0.0000 or

1.0000 in this test, or is this more a function of my particular

variables in this dataset?

*

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