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Have you had a look at "Methods and formulas" for -ranksum-, which is quite
comprehensive? See [R], p. 1477. In any case, the test is against a
two-sided alternative, so the sign hardly matters...
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of [email protected]
Sent: Sonntag, 25. Oktober 2009 04:29
To: statalist
Subject: st: the sign of z statatistic after -ranksum-?
Dear statalists,
I use -ranksum- in the stata to do the Wilcoxon rank-sum test, which is
also known as the Mann-Whitney two-sample statistic.
My typing is as followings,
webuse fuel2,clear
ranksum mpg, by(treat) // the z statistic equals -1.279
replace treat=treat==0
ranksum mpg, by(treat) // the z statistic equals 1.279
My doubt is why the sign of z statistic is opposite. As far as I know, in
the computation of z statistic the result should be the same no matter which
group is compared with which group.
Any help will be appreciated!
Best regards,
Rose.
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