about Mann-Whitney U Test

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florriec
Posts: 12
Joined: Thu Nov 08, 2012 9:16 am

about Mann-Whitney U Test

Postby florriec » Fri Dec 14, 2012 7:35 am

hihi,
i have 2 groups data about before and after an event.how to use eviews to have Mann-Whitney U test for z value.
:D thank you so much!

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: about Mann-Whitney U Test

Postby EViews Glenn » Fri Dec 14, 2012 3:07 pm

How are your data stored in the workfile?

florriec
Posts: 12
Joined: Thu Nov 08, 2012 9:16 am

Re: about Mann-Whitney U Test

Postby florriec » Sat Dec 15, 2012 8:37 am

it is a panel data workfile with stock number as ID identifier and with year as time series.
dummy =0 presents before the event, dummy=1 presents after the event, i want to compare those above-mentioned groups

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: about Mann-Whitney U Test

Postby EViews Glenn » Mon Dec 17, 2012 12:03 pm

Open the series of interest and select View/Descriptive Statistics & Tests/Equality Test By Classification.... Select median test and enter your dummy as the series/group to classify. Note that we will not take account of your panel structure, so that the ranks will be computed for the before and after without reference to the panel identifiers.


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