Re: st: Wrong results for Wilcoxon signed ranks test when data have decimal places (even using double)

[Marta García-Granero <mgarciagranero@gmail.com>]

Hi again:

I think I fixed that myself. I edited signrank.ado (yes, a bit risky, I 
know) and replaced this line (#14):
        egen double `ranks' = rank(abs(`diff')) if `touse'

by this one

        egen double `ranks' = rank(round(abs(`diff'),1e-15)) if `touse'

And the program gives the correct output now.

Maybe a future update should take this simple change into account.

HTH,
MGG


El 14/02/2013 17:02, Marta García-Granero escribió:
> Apologies for sending this twice, but yesterday I tried to piggyback 
> into another thread ("Rounding Errors Stata 12"), although closely 
> related to this question, and I think my question got lost. Besides, 
> I'm going to explain the problem a bit more (and better).
> I'm converting some class notes (basic statistics) from SPSS to Stata, 
> and I have found that the way Stata handles ranking tied data in 
> Wilcoxon test can be sometimes wrong, when data have decimal places, 
> even using -double- everywhere.
> The sample dataset comes from the on-line e-book Statistics at Square 
> One (exercise at the end of chapter 1). I am using Stata 12.1 64 bits 
> (last update installed) on W7, but I found the same problem with Stata 
> 12.1 32 bits on Windows XP. The results I get using Stata doesn't 
> match the ones, I got either with my hand calculations, or with SPSS.
> set type double
> input copper
> 0.70
> 0.45
> 0.72
> 0.30
> 1.16
> 0.69
> 0.83
> 0.74
> 1.24
> 0.77
> 0.65
> 0.76
> 0.42
> 0.94
> 0.36
> 0.98
> 0.64
> 0.90
> 0.63
> 0.55
> 0.78
> 0.10
> 0.52
> 0.42
> 0.58
> 0.62
> 1.12
> 0.86
> 0.74
> 1.04
> 0.65
> 0.66
> 0.81
> 0.48
> 0.85
> 0.75
> 0.73
> 0.50
> 0.34
> 0.88
> end
>
> * One sample Wilcoxon's test (against population median = 0.6)
>
> signrank copper = 0.6
>
> * Multiply data by 100 to get rid of decimal places and running the 
> test again (pop. median = 60)
> * this time all the output (positive&negative sum of ranks, Z stat&p 
> value) is correct
> generate copper100 = round(copper*100)
> signrank copper100 = 60
>
> * Generating the ranks for absolute differences between copper & pop 
> median for both variables (copper&copper100)
> * Ranks should have been the same in both cases, but they are not
> * Notice the difference for cases 5/6/7, 18/19, 22/23/24, 29/30, 32/33
> * "ranks2" is correct (recognizes all tied data), and leads to the 
> right Wilcoxon's p-value
> egen double ranks1 = rank(abs(copper-0.6))
> egen double ranks2 = rank(abs(copper100-60))
> generate absdiff = abs(copper-0.6)
> sort absdiff
> list absdiff ranks1 ranks2
>
> I would label that as a Stata bug. Tied absolute differences are not 
> recognized as so because there is a difference at the 15th decimal 
> place. Maybe some rounding should be performed before assigning ranks.
> Thanks,
> Prof. Marta Garcia-Granero, PhD
> Department of Biochemistry and Genetics
> University of Navarra
> SPAIN.
>
>
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