Dear Siddharth:
If you can recover the p-value from the stored results of command than you can adjust the p-values
of that commands for multiple testing using the -_mtest- command. See the example below:
*---------begin example----------
set more off
sysuse auto, clear
mat result = J(9,1,1)
local i=1
foreach var of varlist price mpg headroom-gear_ratio {
ranksum `var', by(foreign)
matrix result[`i',1] = 2*(1-norm(abs(r(z))))
local ++i
}
matrix list result
_mtest adjust result, replace mtest(sidak)
matrix list r(result)
*--------end example----------
HTH,
Maarten
--- Siddharth Kharkar <[email protected]> wrote:
> is there a way to calculate adjusted p-values for a non-parametric test
> (rank-sum) in stata?
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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