如何用stata 用非参数检验 对组间进行两两比较

stata   用非参数检验  对组间（组数>=3）进行两两比较

或指定第一组，同其他几组，进行两两比较，

有没有直接的命令，而不用编写ado命令。

median  kwallis  只能进行多组间比较

find and install kwallis2
help kwallis2

有两种方法：
1、你可以先对数据进行编秩  genrank rx=x   再对所编好的秩做方差分析 oneway rx g, t sch即可
2、先用Kruskal-Wallis H检验 kwallis x, by(g)   若有统计学意义  再用Nemenyi检验作两两比较即可

谢谢，前一个方法，统计书上没有，后面一个，我输完命令
. kwallis  cd_cre, by( agegrp)
然后，接下来怎么做？
help  Nemeny
没这个命令

hplcdadong 发表于 2013-5-14 02:17
find and install kwallis2
help kwallis2

谢谢，指教。
用的11.2 版本，命令不识别
去下载12.0的看看

hplcdadong 发表于 2013-5-14 02:17
find and install kwallis2
help kwallis2

请问：  “kwallis2”输出的结果是有两两比较结果，请问该命令计算的是扩展的t检验还是 Nemenyi检验？谢谢

1) Kwallis2 works well in my Stata11.1

As regards to:
请问：  “kwallis2”输出的结果是有两两比较结果，请问该命令计算的是扩展的t检验还是 Nemenyi检验？谢谢
the following is a good answer from Paul F. Visintainer, PhD

A question about how -kwallis2- computes the adjusted critical level pops up occasionally (see http://www.stata.com/statalist/archive/2009-02/msg00379.html).  It seems as if the adjusted critical level is too conservative for a usual Bonferroni's adjustment, using alpha/(k(k-1)) rather than alpha/k.  (I even modified kwallis2 to use alpha/k adjustment).  Now, however, I believe that -kwallis2- is indeed using the correct adjustment.

Recently I had some data which I gave to a colleague who uses BMDP (remember BMDP?).  His output was virtually identical to -kwallis2-, using the alpha/(k(k-1)) adjustment.  The old BMDP manual (1992) states that the observed "Z is compared with the tabled Z[alpha*/2], where alpha* = 2alpha/(k(k-1)).    So, alpha*/2 = alpha/(k(k-1)), which is what -kwallis2- uses.

My interpretation of this is that the global K-W test is one-sided (e.g., a chi-square test where all squared deviations are positive), but the post-hoc pairwise comparisons are two-sided, either positive or negative deviations.  Another way of thinking about it is that if the conventional Bonferroni's adjustment were applied (alpha/k), the global test would be conducted at a critical level of 5%, but the post-hoc tests would be equivalent to computing adjusted 90% confidence intervals.


Paul F. Visintainer, PhD
Baystate Medical Center
280 Chestnut Street
Springfield, MA 01199

hplcdadong 发表于 2013-5-14 02:17
find and install kwallis2
help kwallis2

早，请问下你用的什么版本？确定可以做？
最后还是用spss20 做得

Mine: Stata SE 11.1
Kwallis2 is an old user-written ado. It should work for Stata 8-12

hplcdadong 发表于 2013-5-15 21:11
Mine: Stata SE 11.1
Kwallis2 is an old user-written ado. It should work for Stata 8-12

最近，在看复杂抽样，本科学得统计弱爆了。去网上再看看，ado文件夹里只有kwallis，手册manual里也没有