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Re: st: Non-parametric tests and weights

From   Roger Newson <>
Subject   Re: st: Non-parametric tests and weights
Date   Tue, 01 Feb 2005 16:53:16 +0000

At 15:06 01/02/2005, Marcello Pagano wrote:
A question from Heather Carroll:

Why the nonparametric tests like kruskal wallis (kwallis) or wilcoxon (ranksum) do not accept the use of sampling weights. Are these statistics not biased no matter what the sampling design is?

I cannot speak for -ranksum- or -kwallis-. However, my own -somersd- package (downloadable from SSC) computes confidence intervals for the parameters corresponding to the so-called "nonparametric" Wilcoxon test, and allows the user to specify -pweights-. The -somersd- package has 2 .pdf manuals downloadable from SSC as ancillary files. Heather might also like to read my Stata Journal article (Newson, 2002) about confidence intervals for rank statistics. A pre-publication draft of this (in .pdf form) can be downloaded from my website (see my signature below), either by using a browser or by finding it within Stata by typing

findit params

which will point ther user to my website.

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

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

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