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Re: st: Ranksum test for many events

From   "Airey, David C" <>
To   "<>" <>
Subject   Re: st: Ranksum test for many events
Date   Thu, 19 Dec 2013 12:47:23 +0000


You can use -statsby- with -ranksum- to collect p-values by group
and then apply a multiple test correction procedure using -qqvalue- 
from SSC on the resulting p-values.

> 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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