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HODGESL: Stata module to perform Hodges-Lehmann aligned rank test

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Shenyang Guo () (University of North Carolina at Chapel Hill)
Abstract

hodgesl implements Hodges-Lehmann aligned rank test of the null hypothesis of no difference in an outcome variable between treated and control observations over matched or stratified sets. The test is an extension of the Wilcoxon signed rank test to matching with multiple controls. It may be employed in testing treatment effect that stratifies the sample on single or multiple covariates, where the number of strata compared to the number of total sample observations is large, and within a stratum each treated subject has more than one matched control. The test is needed when the analyst evaluates average treatment effect and performs a significance test of such effect after optimal matching.

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File URL: http://fmwww.bc.edu/repec/bocode/h/hodgesl.ado
File Format: text/plain
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/h/hodgesl.hlp
File Format: text/plain
File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/c/cds.dta
File Format: application/x-stata
File Function: example data file
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S457042.

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Programming language: Stata
Requires: Stata version 8.2
Date of creation: 15 May 2009
Date of revision:
Handle: RePEc:boc:bocode:s457042

Note: This module may be installed from within Stata by typing "ssc install hodgesl". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

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For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords: Hodges-Lehmann test; rank test; Wilcoxon test;

Statistics
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This page was last updated on 2009-11-14.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.