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st: signrank only gives asymptotic p-value?

From   Jacob Wegelin <[email protected]>
To   [email protected]
Subject   st: signrank only gives asymptotic p-value?
Date   Thu, 28 Jul 2005 20:11:43 -0700 (PDT)

Dear Stata users:

The command

signrank junk

where junk is a variable with the following seven values:

-0.5 1 2 3 4 4.3 4.4

yields a p-value of 0.0280.  (This is Stata/SE 9.0 for Windows.)  This
appears to be the *asymptotic* p-value, i.e., based on computing an
approximate z statistic of 2.197.

This is not the p-value one gets by comparing the signed rank statistic
(which is 1, i.e., the number one) with the distribution of the signed rank
statistic.  That p-value is 0.03125, when computed by R software

My reference for the wilcoxon is van Belle et al., Biostatistics: A
Methodology for the Health Sciences. 2 ed. Hoboken, New Jersey: John Wiley
& Sons, Inc.; 2004, pages 258ff.

The Stata manual (Release 8, 2003, Reference S-Z, page 64-66) supports
my belief that only the asymptotic p-value is returned by Stata, because
the passage on signrank ends with the formula for the z statistic.

Is there a way to get the actual wilcoxon signed-rank p-value, i.e., not
the asymptotic p-value, out of Stata?

Thanks for any info

Jacob A. Wegelin
Assistant Adjunct Professor
Division of Biostatistics
Department of Public Health Sciences
School of Medicine
University of California, Davis
CRISP building
2921 Stockton Blvd Suite 1400
Sacramento CA 95817
jawegelin - at -
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