van Elteren's test (generalized Wilcoxon-Mann-Whitney ranksum test)
vanelteren [depvar] [if exp] [in exp] [, by(groupvar) strata(varname) ]
by ...: may be used with vanelteren; see help by.
Description
vanelteren performs van Elteren's generalization of the Wilcoxon-Mann-Whitney ranksum test, a modification that allows stratification or blocking on a variable. It can be thought of as a nonparametric analogue of a randomized-blocks analysis of variance (ANOVA), that is, with a treatment factor (which may only have two levels) and a blocking or stratification variable that accounts for some heterogeneity in response. depvar must be at least ordinal, and groupvar must be numeric. The stratification (blocking) variable may be either string or numeric. vanelteren calls ranksum for the within-stratum Wilcoxon statistics and weights them before combining them in an overall asymptotic test statistic.
Options
by(groupvar) is not optional. It specifies the name of the grouping variable. This by() is separate from the by ...: prefix and may be combined with the prefix.
strata(varname) is likewise not optional. It specifies the name of the stratification or blocking variable, which may be an independent unit, for example, a subject ID analogous to that specified by i(varname) in xtreg.
Remarks
For more information on van Elteren's test, see E. L. Lehmann (and H. J. M. D'Abrera), Nonparametrics. Statistical Methods Based on Ranks (San Francisco: Holden-Day, 1975), pp. 132-141. This cites the original--P. H. van Elteren, On the combination of independent two-sample tests of Wilcoxon. Bulletin of the International Statistical Institute 37:351-61, 1960.
Examples
. vanelteren response, by(treatment) strata(clinic)
. vanelteren likertscore, by(intervention) st(packsaday)
Author
J. Coveney E-mail jcoveney@bigplanet.com if you observe any problems.
Also see
Manual: [R] signrank