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Re: st: Ksmirnov one-sided test interpretation


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Ksmirnov one-sided test interpretation
Date   Thu, 28 Feb 2013 18:06:28 +0000

Why not plot the data to show what is going on?

Nick

On Thu, Feb 28, 2013 at 5:23 PM, Tsankova, Teodora <TsankovT@ebrd.com> wrote:

> I have a question related to a previous post:
>
> http://www.stata.com/statalist/archive/2009-01/msg00525.html
>
> The Stata output from this message is as follows:
>
> Two-sample Kolmogorov-Smirnov test for equality of distribution functions:
>
> Smaller group       D       P-value  Corrected
> ----------------------------------------------
> male:               0.2468    0.002
> female:             0.0000    1.000
> Combined K-S:       0.2468    0.005      0.003
>
>
> From the one sided tests (first two lines) on can say which distribution tends to be lower - for males or for females. However, I am not sure how to interpret it.
>
> Given that the pvalue from the first line is low and that D in the second line is 0, can we say that this is a proof that the distribution of male is lower than that of female? To rephrase it - can we claim that the distribution of male stochastically dominates the one of female which would imply that the values of the underlying variable tend to be larger for male than for female?  Or, do we interpret it in the exactly opposite way - that the values for male tend to be lower than the values for female?

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