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Hi,

I would like to replicate the results of the wilcoxon signed rank tests for equal medians by hand to confirm that I understand the test procedure. Unfortunately I get slightly different results which is probably due to the fact that my calculations don't include adjustments for ties and continuity. I have read in the documentation that the adjustments implemented in eviews follow Handbook of Sheskin (1997) and Conover (1980). Unfortunately I cannot get a hold of the two sources. Could someone therefore please poste the adjustments here?

Thank you very much.

Kind regards

We don't normally do this, but...

For continuity, take absolute value of the numerator and subtract .5.
Let t_i be the number of ties for the i-th rank. Then in the denominator of your expression subtract sum_i (t_i^3 - t_i) / 48 prior to taking the square root.

Hi Glenn,

Thanks a lot. That really helped me out. I do now get the same results after adjustments.