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From |
"Steichen, Thomas" <[email protected]> |

To |
<[email protected]> |

Subject |
st: RE: Signtest (statistics question) |

Date |
Mon, 12 May 2003 10:23:48 -0400 |

Guillaume Frechette writes: > Dear Statalisters: I have two variables x1 and x2 for > which I want to test the null hypothesis x1 = x2 (let's > say 2 sided at the 10% level). I would normally use > Signtest which I believe takes x = x1 - x2 and compares > x to a binomial with mean 1/2. Thus, if you have 5 > observations, such that x can be written as the vector > [1,2,3,4,5] you would reject the null. Now, add 1 million > 0's to x and the Signtest (at least as it is implemented > in Stata) would still reject the null. However, at an > "intuitive" level, it seems to me that x1 and x2 are much > more similar in the second case (with the million > observations where they are exactly the same) than in the > original case. My (very limited) understanding of the > problem is that since the variables should be continuous, > an x of 0 happens with zero probability. Is there a test > which takes into account my "intuitive" understanding or > is my intuition simply wrong? I apologize for the non-Stata > question. Thanks in advance. Guillaume, The sign test is only interested in whether the ordering, by size, of the values within x1 and x2 are the same. Adding or multiplying by a constant does not change the ordering so the interpretation of the sign test is unchanged. You need to move to a parametric test, such as the t-test, if you wish the test to echo your intuition given a change of the type you propose. Tom ----------------------------------------- CONFIDENTIALITY NOTE: This e-mail message, including any attachment(s), contains information that may be confidential, protected by the attorney-client or other legal privileges, and/or proprietary non-public information. If you are not an intended recipient of this message or an authorized assistant to an intended recipient, please notify the sender by replying to this message and then delete it from your system. Use, dissemination, distribution, or reproduction of this message and/or any of its attachments (if any) by unintended recipients is not authorized and may be unlawful. * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: RE: RE: Signtest (statistics question)***From:*"Nick Cox" <[email protected]>

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