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Re: st: Mann-whitney U test

From   Roger Newson <[email protected]>
To   [email protected]
Subject   Re: st: Mann-whitney U test
Date   Fri, 21 Jan 2005 19:16:54 +0000

At 18:35 21/01/2005, Ricardo Ovaldia wrote:
Dear _all;

I remember few years ago, there was a discussion on
the list about whether the Mann-whitney-wilcoxon test
in Stata was testing the null that the medians from
two distributions where equal, or it was really
testing that the the degree of overlap between the two
distributions was equal. i.e. equality of

I recall that it was concluded that test was not
medians but of distributions. I looked through the
archives but could not find the tread. Does any one
recall this discussion or can offer an opinion on this
topic? Textbooks and other sources refer to this test
a a test of medians, are they wrong?
The Wilcoxon test can be seen as a test of a null hypothesis proposing a zero value for 2 parameters, namely the Hodges-Lehmann median difference and Somers' D of the outcome with respect to membership of the first group (instead of the second group). Both of these parameters can be estimated with confidence limits, and most scientists these days consider a confidence interval to be more informative than a P-value for a hypothesis test.

These parameters were discussed in a Stata Journal article (Newson, 2002), which can be downloaded as a pre-publication draft in .pdf format from my website (see my signature), either using a browser or from inside Stata by typing

findit params

and downloading the ancillary .pdf files by clicking on "click here to get".

I hope this helps.

Best wishes



Newson R. 2002. Parameters behind "nonparametric" statistics: Kendall's tau, Somers' D and median differences. The Stata Journal 2(1): 45-64.

Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
King's College London
5th Floor, Capital House
42 Weston Street
London SE1 3QD
United Kingdom

Tel: 020 7848 6648 International +44 20 7848 6648
Fax: 020 7848 6620 International +44 20 7848 6620
or 020 7848 6605 International +44 20 7848 6605
Email: [email protected]

Opinions expressed are those of the author, not the institution.

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