A general-purpose method for two-group randomization tests

Johannes Kaiser () and Michael G. Lacy ()
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Michael G. Lacy: Colorado State University

Stata Journal, 2009, vol. 9, issue 1, pages 70-85

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.

Keywords: tsrtest; mwtest; fptest; somersdtest; cvtest; vartest; randomization tests; Monte Carlo; two-sample problem (search for similar items in EconPapers)
Date: 2009

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Persistent link: http://EconPapers.repec.org/RePEc:tsj:stataj:v:9:y:2009:i:1:p:70-85

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