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Re: st: Generalized Sign Test

From   Steven Samuels <>
Subject   Re: st: Generalized Sign Test
Date   Fri, 10 Oct 2008 12:21:32 -0400


Tony Lachenbruch pointed out to me that you could have been asking  
about a paired data problem. I don't really understand your problem,  
so I ask again:  What are your data and what do you mean by  
calculating "the null value from the estimation period"?


What are your data
On Oct 7, 2008, at 6:50 PM, Steven Samuels wrote:

> -
> I should add that "sign test" and "generalized sign test" are not  
> proper terms for what Mai wants to do. Mai wants to test the  
> hypothesis in binomial data that the true proportion P = P0, a  
> specified value, against H1: P ­ P0. As I stated, Stata's -bitest-  
> is designed to do this. I should have added that -ci- will provide  
> a confidence interval for the proportion, which would be a useful  
> complement to a p-value.
> The sign test is a test for location with continuous, not  
> categorical, data;  it happens to use the binomial hypothesis test  
> for inference.  For example, the sign test may be used to test that  
> the median of a distribution is equal to a certain value.  It  
> counts the number of observations which exceed the hypothesized  
> median and ignores ties; thus, in contrast to Mai's problem, the  
> test sample size may be less than the number of observations.  The  
> sign test can also test the equality of distributions for paired  
> (X,Y) data, by testing the hypothesis that P(X>Y) = 1/2; form Z = X  
> - Y and count the number of times Z exceeds 0.  This version also  
> ignores ties.  The sign test is relatively simple to do because of  
> the connection to the binomial distribution. However the same  
> hypotheses can be tested more powerfully with Wilcoxon's signed  
> rank sum test.  See: P. Armitage:  Statistical Methods in Medical  
> Research, Wiley, 1971, pp 395-397.
> Different questions: What are Mai's data and how is a null value to  
> be "calculated from the estimation period"?
> -Steve
> The sign test is a nonparametric test applied to continuous data
> -bitest-
> On Oct 7, 2008, at 3:15 PM, mai7777 wrote:
>> Hi,
>> Is there a way in Stata to perform a generalized sign test which
>> allows the null hypothesis to be different from 0.5. I am using it  
>> for
>> an event study and I would like the null to be calculated from the
>> estimation period rather than a standard 0.5.
>> Thanks
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Steven Samuels
18 Cantine's Island
Saugerties, NY 12477
EFax: 208-498-7441

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