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

Ariel Linden

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 13
Keywords: aligned ranks; signed-ranks; matched pairs; Hodges-Lehmann estimator (search for similar items in EconPapers)
Date: 2014-09-24
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.
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http://fmwww.bc.edu/repec/bocode/a/alignedpairs.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/a/alignedpairs.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/h/hamilton.dta sample data file (application/x-stata)

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