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ALIGNEDSETS: Stata module to perform aligned ranks test for matched sets (Hodges-Lehmann)

Author

Listed:
  • Ariel Linden

    (Linden Consulting Group, LLC)

Programming Language

Stata

Abstract

alignedsets is the Hodges & Lehmann (1962) extension to the Wilcoxon signed-ranks test for matching with multiple controls. The approach involves ranking observations after they have undergone alignment within their respective sets, thereby removing set-specific effects from the data. More specifically, each matched set is first centered by subtracting the set's mean from each outcome, next the aligned outcomes are ranked over all sets, and finally the sum of ranks is calculated for the treated participants. alignedsets produces the Hodges & Lehmann aligned rank statistic which is used to test the null hypothesis of no difference between an outcome for the treated unit(s) in the set compared to the outcomes of matched controls.

Suggested Citation

  • Ariel Linden, 2014. "ALIGNEDSETS: Stata module to perform aligned ranks test for matched sets (Hodges-Lehmann)," Statistical Software Components S457899, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s457899
    Note: This module should be installed from within Stata by typing "ssc install alignedsets". 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/alignedsets.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/a/alignedsets.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/simdata.dta
    File Function: sample data file
    Download Restriction: no
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