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Re: Re: st: Ranksum test for many events


From   "Airey, David C" <david.airey@vanderbilt.edu>
To   "<statalist@hsphsun2.harvard.edu>" <statalist@hsphsun2.harvard.edu>
Subject   Re: Re: st: Ranksum test for many events
Date   Thu, 19 Dec 2013 13:48:58 +0000

.

Hmm. Now I feel I don't really understand the structure of the
data. Are the 100 events 100 time points? Do you want an omnibus
test across all events for the two groups for the median difference?

Hopefully others will shed light on your problem.

Cheers,

-Dave

> 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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