IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/s457916.html
 

ALIGNEDPAIRS: Stata module to perform the aligned ranks test for matched pairs (Hodges-Lehmann)

Author

Listed:
  • Ariel Linden

    (Linden Consulting Group, LLC)

Programming Language

Stata

Abstract

alignedpairs performs two analyses for matched-pairs: (1) the standard Wilcoxon signed-ranks test using the official Stata signrank, and (2) the Hodges-Lehmann treatment effects estimator with distribution-free confidence intervals. In the case of matched-pairs, the Hodges-Lehmann estimator is defined as the median of the set of n(n+1)/2 Walsh averages. More specifically, the process entails estimating the average difference in outcomes (x-y) for every possible n(n+1)/2 pair and then deriving the overall median of all averages (the Hodges-Lehmann estimator). A distribution-free confidence interval is estimated using large-sample approximation.

Suggested Citation

  • Ariel Linden, 2014. "ALIGNEDPAIRS: Stata module to perform the aligned ranks test for matched pairs (Hodges-Lehmann)," Statistical Software Components S457916, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s457916
    Note: This module should be installed from within Stata by typing "ssc install alignedpairs". 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/alignedpairs.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/a/alignedpairs.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/h/hamilton.dta
    File Function: sample data file
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s457916. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/debocus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.