Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: re: ksmirnov


From   "Ben Jann" <[email protected]>
To   [email protected]
Subject   Re: st: re: ksmirnov
Date   Tue, 15 May 2007 10:30:33 +0200

The issue goes somewhat deeper than that. -ksmirnov- computes
incorrect results in the case of ties, and this should be fixed.
However, not that, even if computed correctly, the Kolmogorov-Smirnov
test is conservative for discrete data (see, e.g., Conover 1972).

ben

Conover, W. J. (1972). A Kolmogorov Goodness-of-Fit Test for
Discontinuous Distributions. Journal of the American Statistical
Association 67(339): 591-596.


On 5/15/07, David Airey <[email protected]> wrote:
I have found that this test assumes random sampling. I had someone
attempting it with multiple measures within animals.


While I'm on this topic, I found a note in the Statalist saying that
the implementation of ksmirnov is faulty for discrete data. As far as
I can tell, it has not been fixed, despite Stas and Ben asking:


[...]

Can't we get this one fixed or what??


-Dave
*
*   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 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index