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A general-purpose method for two-group randomization tests

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Author Info
Johannes Kaiser () (Laboratory for Experimental Economics, University of Bonn)
Michael G. Lacy () (Colorado State University)

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Abstract

We outline a novel approach to calculate exact p-levels for two-sample randomization tests. The approach closely resembles permute in its applications, with the main difference being that the results are approximated only if the execution time needed to calculate exact p-levels would exceed a specified maximum. We demonstrate its use by deriving p-levels for the significance of Somers’ D, the coefficient of variation, the difference in means and in medians, and the difference in two multinomials. Copyright 2009 by StataCorp LP.

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Publisher Info
Article provided by StataCorp LP in its journal Stata Journal.

Volume (Year): 9 (2009)
Issue (Month): 1 (March)
Pages: 70-85
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Handle: RePEc:tsj:stataj:v:9:y:2009:i:1:p:70-85

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Related research
Keywords: tsrtest; mwtest; fptest; somersdtest; cvtest; vartest; randomization tests; Monte Carlo; two-sample problem;

Statistics
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This page was last updated on 2009-10-27.

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