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| From | Nima Darbari <ramharz@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: Re: st: Ranksum test for many events |
| Date | Fri, 20 Dec 2013 10:10:38 +0100 |
Dear David Actually the question is when there is an IPO, what is the effect on the firms from the same industry and firms from other industries. So for each IPO, a change measure is calculated based on the pre-post event figures then assuming independence the median change is compared between two groups. I think your solution is reasonable in this case, isn't it? Best Nima On Thu, Dec 19, 2013 at 2:48 PM, Airey, David C <david.airey@vanderbilt.edu> wrote: > . > > 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 >>> > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/