Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: m stat for sign test


From   Christopher Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: m stat for sign test
Date   Thu, 9 Oct 2008 14:22:06 -0400

< >
Chris said

I'm running a -signtest- analysis on groups of data to see whether they differ from an expected value. The data isn't normally distributed, which is why I'm not using -ttest-. I know that SAS reports the m statistic with the p-value from the sign test. Can stata give this as well?

-signtest- gives you a p-val for the null, as described in the help, that the median difference between varname and exp is zero. Isn't that what you want to test the null that the grouped values of varname equal their corresponding exp in an average sense?

Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html

*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index