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st: RE: the sign of z statatistic after -ranksum-?


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: the sign of z statatistic after -ranksum-?
Date   Sun, 25 Oct 2009 10:22:36 +0100

<>

Have you had a look at "Methods and formulas" for -ranksum-, which is quite
comprehensive? See [R], p. 1477. In any case, the test is against a
two-sided alternative, so the sign hardly matters...


HTH
Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of gjhxmu@sina.com
Sent: Sonntag, 25. Oktober 2009 04:29
To: statalist
Subject: st: the sign of z statatistic after -ranksum-?

Dear statalists,

I use -ranksum- in the stata to do  the Wilcoxon rank-sum test, which is
also known as the Mann-Whitney two-sample statistic.

My typing is as followings,

webuse fuel2,clear
ranksum mpg, by(treat) // the z statistic equals -1.279
replace treat=treat==0
ranksum mpg, by(treat) // the z statistic equals 1.279


My doubt is why the sign of z statistic is opposite. As far as I know, in
the computation of z statistic the result should be the same no matter which
group is compared with which group.


Any help will be appreciated!


Best regards,

Rose.
 

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