Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Wilcoxon signed-rank test for clustered data

From   Roger Newson <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: Wilcoxon signed-rank test for clustered data
Date   Tue, 5 Oct 2010 12:46:54 +0100

The -somersd- package, downloadable from SSC, computes confidence limits for a wide range of rank statistics, including clustered ones. In the case of the Wilcoxon test for clustered data, we are interested in one of 2 statistics, namely Somers' D of outcome with respect to membership of the first group (calculated using the -somersd- command) and the Hodges-Lehmann median difference between groups (calculated using either the -cendif- command or the -censlope- command). All 3 of these commands have a -cluster()- option.

As an aside, the Wilcoxon test does not "compare the medians". It tests for a zero value for the median difference, which is not usually the same thing as a difference between medians (although it is when the 2 distributions compared are either symmetrical or differ only in location). However, it is possible to use -censlope- or -cendif- with clustered data to estimate medians (with confidence limits), and then to use the -invcise- package, together with the -metaparm- option of -parmest-, to get a confidence interval for the difference between medians. However, this difference between medians is not a parameter corresponding to the Wilcoxon test, and is probably not what Harsha really wants. (Correct me if I'm wrong.)

I hope this helps.

Best wishes


Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: [email protected]
Web page:
Departmental Web page:

Opinions expressed are those of the author, not of the institution.

On 05/10/2010 05:45, Harsha wrote:
Dear All,

I have a data comparing a few parameters in a group of patients before and
after a particular surgery. These surgeries are done on both eyes of a few
patients resulting in a correlated data. A few variables which I am trying
to compare are non-parametric. I am trying to apply Wilcoxon signed rank
test but am faced with the problem of the observations being not independent
between the 2 eyes of the patients. There is a program on SAS by Rosner's
group to use Wilcoxon for clustered data. Is there something similar in
stata? Is there any other ways to compare the medians between groups in
correlated data?

Kindly suggest.


*   For searches and help try:
*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index