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st: Ranksum test for many events


From   Nima Darbari <ramharz@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Ranksum test for many events
Date   Thu, 19 Dec 2013 12:41:05 +0100

Dear All
I want to run a ranksum test to compare the median changes in a figure
between two group of firms before and after some 100 events. The
number and combination of firms in each group changes from  event to
event. I was wondering if I need to run the test for each event
separately or there is a way to do it for all events at once. As far
as I understand, one can only introduce a dummy group variable in
ranksum command in Stata, and I don't see how 'in' or 'if' can be used
to run the test for all events at once.
Best
Nima
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