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Re: st: re: ksmirnov


From   "Ben Jann" <ben.jann@gmail.com>
To   statalist@hsphsun2.harvard.edu
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 <david.airey@vanderbilt.edu> 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
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