»  Home »  Products »  Features »  Nonparametric methods
Order Stata

Nonparametric methods

Nonparametric tests

  • Sign test
  • Wilcoxon signed-rank test
dialog box
  • Wilcoxon rank-sum (Mann–Whitney) test
  • Equality of medians
  • Kruskal–Wallis test
  • Kolmogorov–Smirnov test
  • Binomial probability test
  • Chi-squared tests for association
  • Tests for trend
  • One- and two-sample tests of proportions
  • Test for random order
  • McNemar's chi-squared test
  • Equality of survivor functions
  • Equality of ROC areas
  • Equality of ROC area against a standard ROC curve
  • Interrater agreement

Quantile regression

  • Median regression
  • Least absolute deviations regression
  • User-specified quantiles
  • Koenker and Bassett and Huber sandwich standard errors with many choices of bandwidth methods and kernels
  • Simultaneous quantile regression
  • Interquartile range regression

Centiles and confidence intervals

  • Estimate percentiles
  • Exact confidence intervals
  • Optionally assume normality

Nonparametric regression New

  • Multiple covariates supported
    • Continuous covariates (8 kernels available)
    • Discrete covariates (2 kernels available)
  • Techniques
    • local constant regression
    • local linear regression
  • Point estimates with SEs and CIs
  • Derivative estimates with SEs and CIs
  • Automatic optimal bandwidth selection
  • Interface to margins for advanced inference
    • Estimates of population-averaged and subpopulation-averaged means and effects
    • Fully conditional means and effects at
    • any specified values of the covariates
    • Confidence intervals
    • Tests
    • Graphs via marginsplot

Nonparametric correlation coefficients

  • Spearman’s rank order
  • Kendall’s rank order

Survival analysis

  • Kaplan–Meier curves
  • Nelson–Aalen curves
  • Logrank and other tests of equality

Multivariate analysis

  • KNN discriminant analysis

Treatment effects

  • Nearest-neighbor matching
  • Propensity-score matching

Resampling and simulations


  • Univariate kernel density estimation
  • Lowess smoothing
  • Kernel-weighted local polynomial smoothing
  • Robust nonlinear smoother

ROC analysis

  • Adjust for covariates
  • Plot ROC curves





The Stata Blog: Not Elsewhere Classified Find us on Facebook Follow us on Twitter LinkedIn YouTube Instagram
© Copyright 1996–2019 StataCorp LLC   •   Terms of use   •   Privacy   •   Contact us