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RE: st: runs test?


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: runs test?
Date   Wed, 16 Dec 2009 15:55:02 -0000

I'd imagine that you could adapt (or even adopt) -nruns- to your
purpose. 

SJ-6-4  st0044_1  . . . . . . . . . . . . Software update for nruns and
nrunsi
        (help nruns, nrunsi if installed) . . . . . . N. Smeeton and N.
J. Cox
        Q4/06   SJ 6(4):597
        introduces commands nruns and nrunsi for analyzing
        sequences stored in a variable or supplied on the fly

SJ-3-3  st0044  Do-it-yourself shuffling & the number of runs under
randomness
        . . . . . . . . . . . . . . . . . . . . . . . N. Smeeton and N.
J. Cox
        Q3/03   SJ 3(3):270--277                                 (no
commands)
        explains estimation of the probability of an event under
        randomness; illustrates a simple method of random shuffling;
        and shows derivation of conditional probability distribution
        of the number of runs

Nick 
n.j.cox@durham.ac.uk 

Richard Goldstein

Thanks, but Nope -- this is a one-sample test such as one might use for
residuals -- it compares runs against some threshhold -- the W-W test is
a two sample test

Ronan Conroy wrote:
> On 16 Noll 2009, at 15:03, Richard Goldstein wrote:
> 
>> does anyone know of a program to perform the Wald-Wolfowitz runs test
>> (Wald, A and Wolfowitz, J (1940), "On a test of whether two samples
are
>> from the same population," _Annals of Mathematical Statistics_, 11:
>> 147-162)?  I have searched in the standard Stata ways (search,
hsearch,
>> findit), but have found nothing.
> 
> . findit runs test?
> 
> leads to -runtest-, based on
> 
>     Swed, F. S., and C. Eisenhart. 1943. Tables for testing randomness
> of grouping in a sequence of
>         alternatives. Annals of Mathematical Statistics 14:  66-87.
> 
> Same animal?

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