Exact Wilcoxon signed-rank and Wilcoxon Mann-Whitney ranksum tests

被引:83
作者
Harris, Tammy [1 ]
Hardin, James W. [1 ]
机构
[1] Univ S Carolina, Inst Families Soc, Dept Epidemiol & Biostat, Columbia, SC 29208 USA
关键词
st0297; ranksumex; signrankex; exact distributions; nonparametric tests; median; Wilcoxon matched-pairs signed-rank test; Wilcoxon ranksum test;
D O I
10.1177/1536867X1301300208
中图分类号
O1 [数学]; C [社会科学总论];
学科分类号
03 ; 0303 ; 0701 ; 070101 ;
摘要
We present new Stata commands for carrying out exact Wilcoxon one-sample and two-sample comparisons of the median. Nonparametric tests are often used in clinical trials, in which it is not uncommon to have small samples. In such situations, researchers are accustomed to making inferences by using exact statistics. The ranksum and signrank commands in Stata provide only asymptotic results, which assume normality. Because large-sample results are unacceptable in many clinical trials studies, these researchers must use other software packages. To address this, we have developed new commands for Stata that provide exact statistics in small samples. Additionally, when samples are large, we provide results based on the Student's t distribution that outperform those based on the normal distribution.
引用
收藏
页码:337 / 343
页数:7
相关论文
共 11 条
[1]  
Agresti A., 1992, STAT SCI, V7, P131, DOI [10.1214/ss/1177011454, DOI 10.1214/SS/1177011454]
[2]   Different outcomes of the Wilcoxon-Mann-Whitney test from different statistics packages [J].
Bergmann, R ;
Ludbrook, J ;
Spooren, WPJM .
AMERICAN STATISTICIAN, 2000, 54 (01) :72-77
[3]  
Conover WJ, 1999, Practical nonparametric statistics
[4]  
Iman R., 1974, Communications in Statistics, V3, P795, DOI DOI 10.1080/03610927408827178
[5]  
Lehmann E.L., 1975, NONPARAMETRICS STAT
[6]   FEXACT - A FORTRAN SUBROUTINE FOR FISHER EXACT TEST ON UNORDERED RXC CONTINGENCY-TABLES [J].
MEHTA, CR ;
PATEL, NR .
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE, 1986, 12 (02) :154-161
[7]   Reliability and efficiency of algorithms for computing the significance of the Mann-Whitney test [J].
Nagarajan, Niranjan ;
Keich, Uri .
COMPUTATIONAL STATISTICS, 2009, 24 (04) :605-622
[8]   ON OBTAINING PERMUTATION DISTRIBUTIONS IN POLYNOMIAL-TIME [J].
PAGANO, M ;
TRITCHLER, D .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1983, 78 (382) :435-440
[9]   A major improvement to the Network Algorithm for Fisher's Exact Test in 2xc contingency tables [J].
Requena, F. ;
Ciudad, N. Martin .
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2006, 51 (02) :490-498
[10]   OBTAINING DISTRIBUTION-FUNCTIONS BY NUMERICAL INVERSION OF CHARACTERISTIC FUNCTIONS WITH APPLICATIONS [J].
WALLER, LA ;
TURNBULL, BW ;
HARDIN, JM .
AMERICAN STATISTICIAN, 1995, 49 (04) :346-350