ALIGNEDRANKS: Stata module to perform a two-sample aligned rank-sum (Hodges-Lehmann) test with exact statistics for small samples

Ariel Linden

Statistical Software Components from Boston College Department of Economics

Abstract: alignedranks tests the hypothesis that two independent stratified samples are from populations with the same distribution. Hodges & Lehmann (1962) developed an approach that involves ranking observations after they have undergone alignment within their respective strata, thereby removing strata-specific effects from the data. The alignment is done by subtracting a symmetric and translation-invariant measure of location (i.e., mean, median, Hodges-Lehmann estimator, etc.) from each observation within their corresponding stratum. These transformed observations are then ranked without respect to treatment assignment or strata, followed by the application of the Wilcoxon rank-sum test (also known as the Mann-Whitney two-sample statistic) to estimate treatment effects.

Language: Stata
Requires: Stata version 13
Keywords: aligned ranks; rank-sum test; Hodges-Lehmann estimator; two-sample test; stratification; exact test (search for similar items in EconPapers)
Date: 2014-07-27, Revised 2014-08-14
Note: This module should be installed from within Stata by typing "ssc install alignedranks". 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.
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http://fmwww.bc.edu/repec/bocode/a/alignedranks.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/a/alignedranks.sthlp help file (text/plain)

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