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From |
"Newson, Roger B" <r.newson@imperial.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: Two-sided P value for Wilcoxon (Mann-Whitney) rank-sum test |

Date |
Thu, 2 Oct 2008 15:50:41 +0100 |

The P-value given by -ranksum- is in fact 2-sided. That is why it is given as Prob> |z| = 0.7003 where z is the asymptotically standard Normal test statistic and |z| is its modulus (or absolute value). Most people prefer a 2-valued P-value, and a lot of people are confused by the multiple P-values given by -ttest-. If you want to calculate confidence intervals (as well as P-values) for rank statistics, then you might use the -somersd- package, which you can download from SSC, and which calculates confidence intervals for a range of rank statistics, such as Kendall's tau-a, Somers' D, and median slopes, differences and ratios. A few documents, papers and presentations on the -somersd- package can be downloaded from my website. (See my signature below.) I hope this helps. Best wishes Roger Roger B Newson BSc MSc DPhil Lecturer in Medical Statistics Respiratory Epidemiology and Public Health Group National Heart and Lung Institute Imperial College London Royal Brompton Campus Room 33, Emmanuel Kaye Building 1B Manresa Road London SW3 6LR UNITED KINGDOM Tel: +44 (0)20 7352 8121 ext 3381 Fax: +44 (0)20 7351 8322 Email: r.newson@imperial.ac.uk Web page: www.imperial.ac.uk/nhli/r.newson/ Departmental Web page: http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/ Opinions expressed are those of the author, not of the institution. -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Andres Gonzalez Rangel Sent: 02 October 2008 15:13 To: statalist@hsphsun2.harvard.edu Subject: st: Two-sided P value for Wilcoxon (Mann-Whitney) rank-sum test Dear Sirs, It is possible to make a two-sided test in a non-parametric command like ranksum? I know that signtest can, but it needs the format "signtest var1 = var2", and I need something like "signtest var, by(group)" which is only allowed with ranksum. The problem is that, contrary to ttest which returns one-sided and two-sided tests of significance for alternative hypothesis, ranksum returns only one P value, which I suppose is a one-sided test of significance for the Ho. . ranksum var, by(group) Two-sample Wilcoxon rank-sum (Mann-Whitney) test group | obs rank sum expected -------------+--------------------------------- no | 39 1842 1794 yes | 52 2344 2392 -------------+--------------------------------- combined | 91 4186 4186 unadjusted variance 15548.00 adjustment for ties -1.98 ---------- adjusted variance 15546.02 Ho: tnfap(group==no) = tnfap(group==yes) z = 0.385 Prob> |z| = 0.7003 I need the Pr of Ho against Ha: diff != 0, like ttest does Thanks in advance for your kind help. Best Regards, Andrés González Rangel Epidemiology Graduate Student Colombia _________________________________________________________________ See how Windows Mobile brings your life together-at home, work, or on the go. http://clk.atdmt.com/MRT/go/msnnkwxp1020093182mrt/direct/01/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Two-sided P value for Wilcoxon (Mann-Whitney) rank-sum test***From:*Andres Gonzalez Rangel <leoangora@hotmail.com>

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