BMTEST: Stata module for computing the independent two-sample Brunner-Munzel test

Ariel Linden

Statistical Software Components from Boston College Department of Economics

Abstract: bmtest implements the Brunner–Munzel test for two independent samples (Brunner & Munzel 2000; Neubert & Brunner 2007; Karch 2023) featuring fewer assumptions than the Wilcoxon–Mann–Whitney test (Karch 2023). The Brunner–Munzel test produces a relative effect estimate of group affiliation on the outcome. In words, the relative effect p represents the probability that a randomly selected individual from the second group will have a larger outcome than a randomly selected individual from the first group.

Language: Stata
Requires: Stata version 11
Keywords: Brunner–Munzel test; independent two-sample test; ranked sums; Wilcoxon–Mann–Whitney test (search for similar items in EconPapers)
Date: 2024-03-17
Note: This module should be installed from within Stata by typing "ssc install bmtest". 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/b/bmtest.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bmtest.sthlp help file (text/plain)

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