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From |
Steven Samuels <samplerx@earthlink.net> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Generalized Sign Test |

Date |
Fri, 10 Oct 2008 12:21:32 -0400 |

Mai- Tony Lachenbruch pointed out to me that you could have been asking about a paired data problem. I don't really understand your problem, so I ask again: What are your data and what do you mean by calculating "the null value from the estimation period"? -Steve What are your data On Oct 7, 2008, at 6:50 PM, Steven Samuels wrote: > - > I should add that "sign test" and "generalized sign test" are not > proper terms for what Mai wants to do. Mai wants to test the > hypothesis in binomial data that the true proportion P = P0, a > specified value, against H1: P P0. As I stated, Stata's -bitest- > is designed to do this. I should have added that -ci- will provide > a confidence interval for the proportion, which would be a useful > complement to a p-value. > > The sign test is a test for location with continuous, not > categorical, data; it happens to use the binomial hypothesis test > for inference. For example, the sign test may be used to test that > the median of a distribution is equal to a certain value. It > counts the number of observations which exceed the hypothesized > median and ignores ties; thus, in contrast to Mai's problem, the > test sample size may be less than the number of observations. The > sign test can also test the equality of distributions for paired > (X,Y) data, by testing the hypothesis that P(X>Y) = 1/2; form Z = X > - Y and count the number of times Z exceeds 0. This version also > ignores ties. The sign test is relatively simple to do because of > the connection to the binomial distribution. However the same > hypotheses can be tested more powerfully with Wilcoxon's signed > rank sum test. See: P. Armitage: Statistical Methods in Medical > Research, Wiley, 1971, pp 395-397. > > Different questions: What are Mai's data and how is a null value to > be "calculated from the estimation period"? > > -Steve > > > > The sign test is a nonparametric test applied to continuous data > -bitest- > > On Oct 7, 2008, at 3:15 PM, mai7777 wrote: > >> Hi, >> Is there a way in Stata to perform a generalized sign test which >> allows the null hypothesis to be different from 0.5. I am using it >> for >> an event study and I would like the null to be calculated from the >> estimation period rather than a standard 0.5. >> Thanks >> * >> * 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/ > Steven Samuels 845-246-0774 18 Cantine's Island Saugerties, NY 12477 EFax: 208-498-7441 * * 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/

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