ALIGNEDSETS: Stata module to perform aligned ranks test for matched sets (Hodges-Lehmann)

Ariel Linden

Statistical Software Components from Boston College Department of Economics

Abstract: alignedsets is the Hodges & Lehmann (1962) extension to the Wilcoxon signed-ranks test for matching with multiple controls. The approach involves ranking observations after they have undergone alignment within their respective sets, thereby removing set-specific effects from the data. More specifically, each matched set is first centered by subtracting the set's mean from each outcome, next the aligned outcomes are ranked over all sets, and finally the sum of ranks is calculated for the treated participants. alignedsets produces the Hodges & Lehmann aligned rank statistic which is used to test the null hypothesis of no difference between an outcome for the treated unit(s) in the set compared to the outcomes of matched controls.

Language: Stata
Requires: Stata version 13
Keywords: aligned ranks; signed-ranks; matched sets; Hodges-Lehmann estimator (search for similar items in EconPapers)
Date: 2014-09-04
Note: This module should be installed from within Stata by typing "ssc install alignedsets". 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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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/a/alignedsets.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/a/alignedsets.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/simdata.dta sample data file (application/x-stata)

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