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ALIGNEDRANKS: Stata module to perform a two-sample aligned rank-sum (Hodges-Lehmann) test with exact statistics for small samples

Author

Listed:
  • Ariel Linden

    (Linden Consulting Group, LLC)

Programming Language

Stata

Abstract

alignedranks tests the hypothesis that two independent stratified samples are from populations with the same distribution. Hodges & Lehmann (1962) developed an approach that involves ranking observations after they have undergone alignment within their respective strata, thereby removing strata-specific effects from the data. The alignment is done by subtracting a symmetric and translation-invariant measure of location (i.e., mean, median, Hodges-Lehmann estimator, etc.) from each observation within their corresponding stratum. These transformed observations are then ranked without respect to treatment assignment or strata, followed by the application of the Wilcoxon rank-sum test (also known as the Mann-Whitney two-sample statistic) to estimate treatment effects.

Suggested Citation

  • Ariel Linden, 2014. "ALIGNEDRANKS: Stata module to perform a two-sample aligned rank-sum (Hodges-Lehmann) test with exact statistics for small samples," Statistical Software Components S457871, Boston College Department of Economics, revised 14 Aug 2014.
    • Handle: RePEc:boc:bocode:s457871
    Note: This module should be installed from within Stata by typing "ssc install alignedranks". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/a/alignedranks.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/a/alignedranks.sthlp
    File Function: help file
    Download Restriction: no
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