The excerpt below is taken from SAS's help. This is what I would like in addition to the p-value:
Sign Test
PROC UNIVARIATE calculates the sign test statistic as
M=(n+ -n- )/2
where n+ is the number of values that are greater than mu_o and n- is the number of values that are less than mu_o. Values equal to mu_o are discarded. Under the null hypothesis that the population median is equal to mu_o
----- Original Message ----
From: Christopher Baum <[email protected]>
To: [email protected]
Sent: Thursday, October 9, 2008 1:22:06 PM
Subject: st: m stat for sign test
< >
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
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html
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