Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: Re: st: Ranksum test for many events
From
Nima Darbari <[email protected]>
To
[email protected]
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
<[email protected]> 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
>> [email protected]
>>
>>
>> On 19 December 2013 12:47, Airey, David C <[email protected]> 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/