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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 10:17:01 +0100 |

Dear Nick 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 am not sure but I think data are not really time series in this case. Best Nima On Fri, Dec 20, 2013 at 10:10 AM, Nima Darbari <ramharz@gmail.com> wrote: > 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/

**Follow-Ups**:**Re: Re: st: Ranksum test for many events***From:*Nick Cox <njcoxstata@gmail.com>

**References**:**Re: Re: st: Ranksum test for many events***From:*"Airey, David C" <david.airey@vanderbilt.edu>

**Re: Re: st: Ranksum test for many events***From:*Nima Darbari <ramharz@gmail.com>

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