Wilcoxon test

by bri86 on Tue Jul 21, 2009 7:16 am Hi, does anyone know how to perform a wilcoxon sum rank test in eviews 5? Thanx bri86 Posts: 6 Joined: Tue Jul 21, 2009 7:00 am Top

Re: Wilcoxon test

by EViews Glenn on Tue Jul 21, 2009 10:48 am If you have your data in two series, simply create a group containing the two series, then click on View/Test of Equality... and select Median. The Wilcoxon/Mann-Whitney test is reported (along with others). EViews Glenn EViews Developer Posts: 1402 Joined: Wed Oct 15, 2008 9:17 am Top

Re: Wilcoxon test

by bri86 on Tue Jul 21, 2009 2:01 pm Thank you very much! bri86 Posts: 6 Joined: Tue Jul 21, 2009 7:00 am Top

Re: Wilcoxon test

by bri86 on Tue Aug 25, 2009 3:41 am What about the signed rank test? How can I compute that? bri86 Posts: 6 Joined: Tue Jul 21, 2009 7:00 am Top

Re: Wilcoxon test

by EViews Glenn on Tue Aug 25, 2009 2:47 pm Open a single series, select View/Descriptive Statistics & Tests/Simple Hypothesis Tests, and test against a specified median. EViews Glenn EViews Developer Posts: 1402 Joined: Wed Oct 15, 2008 9:17 am Top

Re: Wilcoxon test

by bri86 on Wed Aug 26, 2009 2:32 am Thanks a lot! sorry to bother you so much, but how I have to interpret the output? is the linked probability the p-value of the test? bri86 Posts: 6 Joined: Tue Jul 21, 2009 7:00 am Top

Re: Wilcoxon test

by EViews Glenn on Wed Aug 26, 2009 12:02 pm The p-value for the Wilcoxon test is, as described in the manual "the p-value for the asymptotic normal approximation to the Wilcoxon T-statistic (correcting for both continuity and ties)". EViews Glenn EViews Developer Posts: 1402 Joined: Wed Oct 15, 2008 9:17 am Top

Re: Wilcoxon test

by bri86 on Wed Aug 26, 2009 12:05 pm thank you! bri86 Posts: 6 Joined: Tue Jul 21, 2009 7:00 am Top

Re: Wilcoxon test

by bri86 on Sat Aug 29, 2009 3:20 am I have performed the test following your instructions, but I don't understand why the output value of the test is a small number like 0,38 while it should be an integer number. How I have to interpret this result? the manual it is not clear about it. Thank You for your help! bri86 Posts: 6 Joined: Tue Jul 21, 2009 7:00 am Top

Re: Wilcoxon test

by EViews Glenn on Mon Aug 31, 2009 9:40 am As I noted in the earlier response, EViews uses the normal approximation statistic with continuity and tie correction. The integer value for T is modified accordingly to obtain the final statistic, which obviously need not be an integer. You can obtain the raw T by multiplying the average ranks in the bottom of the table by the number of observations in the cell, and then taking the smaller value. EViews Glenn EViews Developer Posts: 1402 Joined: Wed Oct 15, 2008 9:17 am

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Re: Wilcoxon test

by skarekrow on Mon Sep 21, 2009 8:23 am A quick question. I'm currently running some Wilcoxon tests of equality between some series... For one of the tests of equality between two of the series, the Wilcoxon/Mann-Whitney stat is NA. What possible reasons could there be that causes the Wilcoxon stat to be NA? I've looked this up in the forum and help guides but have not found anything. Thanks skarekrow Posts: 5 Joined: Thu Sep 17, 2009 6:23 pm Top

Re: Wilcoxon test

by EViews Glenn on Mon Sep 21, 2009 9:05 am Hard to say. I assume that the rank statistics on the bottom of the output look okay. If that's the case, then it's something in the calculation of the normal approximation. If you want, you can send your workfile with a brief description of the issue to tech support, along with your serial number, and we'll have someone have a quick look. EViews Glenn EViews Developer Posts: 1402 Joined: Wed Oct 15, 2008 9:17 am Top

Re: Wilcoxon test

by skarekrow on Mon Sep 21, 2009 10:10 am Glenn, I have emailed tech support before, but they told me that the license I have is not entitled to tech support. Is it ok if i post the workfile with 2 of the series for the test here? skarekrow Posts: 5 Joined: Thu Sep 17, 2009 6:23 pm