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about Mann-Whitney U Test
Posted: Fri Dec 14, 2012 7:35 am
by florriec
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!
Re: about Mann-Whitney U Test
Posted: Fri Dec 14, 2012 3:07 pm
by EViews Glenn
How are your data stored in the workfile?
Re: about Mann-Whitney U Test
Posted: Sat Dec 15, 2012 8:37 am
by florriec
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
Re: about Mann-Whitney U Test
Posted: Mon Dec 17, 2012 12:03 pm
by EViews Glenn
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.