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A general-purpose method for two-group randomization tests

Author

Listed:
  • Johannes Kaiser

    (Laboratory for Experimental Economics, University of Bonn)

  • Michael G. Lacy

    (Colorado State University)

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.

Suggested Citation

  • Johannes Kaiser & Michael G. Lacy, 2009. "A general-purpose method for two-group randomization tests," Stata Journal, StataCorp LLC, vol. 9(1), pages 70-85, March.
    • Handle: RePEc:tsj:stataj:v:9:y:2009:i:1:p:70-85
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    References listed on IDEAS

    as
    1. Roger Newson, 2002. "Parameters behind "nonparametric" statistics: Kendall's tau,Somers' D and median differences," Stata Journal, StataCorp LLC, vol. 2(1), pages 45-64, February.
    2. Edward Cureton, 1956. "Rank-biserial correlation," Psychometrika, Springer;The Psychometric Society, vol. 21(3), pages 287-290, September.
    3. 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 LLC, vol. 7(3), pages 402-412, September.
    4. Jane F. Gentleman, 1975. "Generation of All NCR Combinations by Simulating Nested Fortran Do Loops," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 24(3), pages 374-376, November.
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    Cited by:

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    3. Daniele Nosenzo & Theo Offerman & Martin Sefton & Ailko van der Veen, 2016. "Discretionary Sanctions and Rewards in the Repeated Inspection Game," Management Science, INFORMS, vol. 62(2), pages 502-517, February.
    4. Cheung, Stephen L. & Hedegaard, Morten & Palan, Stefan, 2014. "To see is to believe: Common expectations in experimental asset markets," European Economic Review, Elsevier, vol. 66(C), pages 84-96.

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