{smcl}
{* 15May2009}{...}
 
{hline}
help for {cmd:hodgesl}
{hline}
  
{cmd:Hodges-Lehmann aligned rank test}
{cmd:--------------------------------}
 
{cmd:Syntax}
{cmd:------}
{cmd:hodgesl} dataname varname blockname treatname savfile


{cmd:Description}
{cmd:-----------}
 
{cmd:hodgesl} implements Hodges-Lehmann aligned rank test of 
the null hypothesis of no difference in an outcome variable 
between treated and control observations over matched or 
stratified sets. The test is an extension of the Wilcoxon 
signed rank test to matching with multiple controls. It may 
be employed in testing treatment effect that stratifies the 
sample on single or multiple covariates, where the number of 
strata compared to the number of total sample observations is 
large, and within a stratum each treated subject has more than 
one matched control. The test is needed when the analyst 
evaluates average treatment effect and performs a significance 
test of such effect after optimal matching.  

{cmd:dataname} specifies the name of data file for the sample being 
tested after matching or stratification. {cmd:varname} is the name 
of outcome variable on which the analyst wants to test the 
difference between treated and control observations. {cmd:blockname} 
specifies the variable name that identifies matched or stratified 
sets. {cmd:treatname} specifies the name of the dichotomous variable 
identifying treatment conditions (i.e., treatname = 1 if the 
observation receives treatment, and treatname = 0 if the 
observation is a control). {cmd:savfile} specifies the name of a saved 
data file for future analysis.
 
 
{cmd:Output and Return Values}
{cmd:------------------------}
 
After running {cmd:hodgesl}, Stata returns the sample average treatment effect 
in the metric of the outcome variable {cmd:tx_effect}, Hodges-Lehmann mean 
statistic {cmd:HL_mean}, Hodges-Lehmann standard-error statistic {cmd:HL_se}, 
the test statistic {cmd:z} that is the ratio of HL_mean and HL_se, and is 
subject to a standard normal distribution, and the {cmd:p}-value of z via 
which the analyst can perform a significance test of a nondirectional 
hypothesis (i.e., perform a two-tailed test) or a directional hypothesis 
(i.e. perform a one-tailed test). 

After running {cmd:hodgesl}, {cmd:savfile} contains mean of the outcome and number of 
observations for each treatment condition by matched set. The data file 
can be used for postestimation analysis. 

The analyst can use {cmd: return list} immediately after running 
{cmd:hodgesl} to see statistics saved for further analysis. 

 
{cmd:Examples}
{cmd:--------}
  
{cmd:. hodgesl cds lwss97 fm kuse fm_results}

{cmd:. hodgesl "C:\PSA\chapter5\cds.dta" lwss97 fm kuse "C:\tmp\fm_results"}
{cmd:. return list}
{cmd:. use "C:\tmp\fm_results", clear}
{cmd:. list}

 
{cmd:References}
{cmd:----------}
 
Guo, S., & Fraser, M. (2009). Propensity score analysis: Statistical 
methods and applications. Thousand Oaks, CA: Sage Publications, Inc.
 
Lehmann, E. L. (2006). Nonparametrics: Statistical methods based on ranks 
(Rev. ed., pp.132-141) New York: Springer.  

Rosenbaum, P.R. (2002) Observational Studies. 2nd edition. New York: Springer.
 
 
{cmd:Author}
{cmd:------}
 
        Shenyang Guo
        University of North Carolina at Chapel Hill
        sguo@email.unc.edu 

 
{cmd:Also see:}
{cmd:---------}
 
{psee}Online:  help for {helpb imbalance} if installed