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st: m stat for sign test

From   Christopher Baum <>
Subject   st: m stat for sign test
Date   Thu, 9 Oct 2008 14:22:06 -0400

< >
Chris said

I'm running a -signtest- analysis on groups of data to see whether they differ from an expected value. The data isn't normally distributed, which is why I'm not using -ttest-. I know that SAS reports the m statistic with the p-value from the sign test. Can stata give this as well?

-signtest- gives you a p-val for the null, as described in the help, that the median difference between varname and exp is zero. Isn't that what you want to test the null that the grouped values of varname equal their corresponding exp in an average sense?

Kit Baum, Boston College Economics and DIW Berlin
An Introduction to Modern Econometrics Using Stata:

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