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Re: st: Ranksum test for many events


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Ranksum test for many events
Date   Thu, 19 Dec 2013 12:51:18 +0000

If the raw data are time series, standard P-values are probably
worthless as they rest on an assumption of independence.


Nick
njcoxstata@gmail.com


On 19 December 2013 12:47, Airey, David C <david.airey@vanderbilt.edu> wrote:
> .
>
> 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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