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st: re: m stat for sign test

From   Christopher Baum <>
Subject   st: re: m stat for sign test
Date   Thu, 9 Oct 2008 15:23:27 -0400

Given what you say SAS is calling the "m statistic", after executing - signtest- on mpg1 and mpg2 in the fuel dataset, just do

. di 0.5*(r(N_pos) - r(N_neg))

Per Rich Goldstein's suggestion of using the returns. Likewise the p- value for the two one-sided tests and the two-sided test is saved, e.g.

. di r(p_2)

Kit Baum, Boston College Economics and DIW Berlin
An Introduction to Modern Econometrics Using Stata:

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