Jacob Wegelin wrote:
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
(www.r-project.org).
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?
--------------------------------------------------------------------------------
You can get there using -permute-. It's illustrated below with syntax for
Release 9. You can increase the number of replications to increase
precision as desired. (The run illustrated below gives 9,391 / 300,000, or
P = 0.0313.)
I think that there is C source code floating around on the Web for the
Wilcoxon signed ranks permutation distribution that you can fashion into a
plug-in that would be quicker, but not so quick as reaching over to the
bookshelf.
Joseph Coveney
clear
set more off
input float junk
-0.5
1
2
3
4
4.3
4.4
end
generate float reference = 0
rename junk junk0
generate float junk1 = -junk0
generate byte row = _n
reshape long junk, i(row) j(flip)
*
program define longranksum, rclass
signrank junk = reference if flip
return scalar z = r(z)
end
*
set seed `=date("2005-07-29", "ymd")'
permute flip Z = r(z), reps(300000) strata(row) ///
nodots nowarn: longranksum
exit
*
* 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/
