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Re: Re: st: Ranksum test for many events


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: Re: st: Ranksum test for many events
Date   Fri, 20 Dec 2013 09:47:15 +0000

Thanks for the extra detail, but I remain unclear on the exact form of
your data and what you are doing precisely, so I can't comment further
usefully.
Nick
njcoxstata@gmail.com


On 20 December 2013 09:17, Nima Darbari <ramharz@gmail.com> wrote:
> 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
>>>>>
>>>
>>>
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