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Re: st: sign test output


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: sign test output
Date   Wed, 16 Jan 2013 10:13:27 +0100

On Wed, Jan 16, 2013 at 9:38 AM, Nahla Betelmal wrote:
> I have generated this output using  non-parametric test "one sample
> sign test" with null: U=0 , & Ua > 0
>
> However, I do not understand the output. where is the p-value? is it
> 0.5 in all cases or the 0.000 ( as in the first and third cases) and
> 1.000 as in the second case?
>
>. signtest DA_T_1= 0
>
> Sign test
>
>         sign |    observed    expected
> -------------+------------------------
>     positive |         221         173
>     negative |         125         173
>         zero |           0           0
> -------------+------------------------
>          all |         346         346
>
> One-sided tests:
>   Ho: median of DA_T_1 = 0 vs.
>   Ha: median of DA_T_1 > 0
>       Pr(#positive >= 221) =
>          Binomial(n = 346, x >= 221, p = 0.5) =  0.0000

The p-value is the last number, so in your case 0.0000. The stuff
before the p-value tells you how it is computed: it is based on the
binomial distribution, and in particular it is the chance of observing
221 successes or more in 346 trials when the chance of success at each
trial is .5. For this tests this chance is the p-value, and it is very
small, less than 0.00005. If you type in Stata -di binomialtail(346,
221, 0.5)- you will see that this chance is 1.381e-07, i.e.
0.00000001381.

Hope this helps,
Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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