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st: O'Brien's umbrella test

From   "Dupont, William" <>
To   <>
Subject   st: O'Brien's umbrella test
Date   Mon, 14 Apr 2008 11:32:45 -0500


We have recently posted umbrella.ado on the IDEAS RePEc database.  This
program performs O'Brien's (1984) Umbrella Test (also known as O'Brien's
Multiple Endpoints Test).  It is used to test whether a continuous
response vector differs between groups of subjects and may be used as a
non-parametric alternative to Hotelling's T test. It is particularly
useful when each dependent variable denotes an outcome in which higher
values are better than lower values or vice versa.  

findit umbrella 
from the Stata Command window for more information.  See also 

O'Brien, P.C. Procedures for comparing samples with multiple endpoints.
Biometrics 1984; 40: 1079-1087.

William D. Dupont 
W. Dale Plummer
Phone: 615-322-2001   Fax: 615-343-4924   URL:

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