A general-purpose method for two-group randomization tests
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.
Volume (Year): 9 (2009)
Issue (Month): 1 (March)
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References listed on IDEAS
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- Edward Cureton, 1956. "Rank-biserial correlation," Psychometrika, Springer;The Psychometric Society, vol. 21(3), pages 287-290, September.
- Roger Newson, 2002. "Parameters behind "nonparametric" statistics: Kendall's tau,Somers' D and median differences," Stata Journal, StataCorp LP, vol. 2(1), pages 45-64, February.
- Johannes Kaiser, 2007. "An exact and a Monte Carlo proposal to the Fisher–Pitman permutation tests for paired replicates and for independent samples," Stata Journal, StataCorp LP, vol. 7(3), pages 402-412, September.