Wilcoxon signed-rank test
eviews吧
全部回复
仅看楼主
level 13
The Wilcoxon signed-rank test is a non-parametric statistical hypothesis test used when comparing two related samples, matched samples, or repeated measurements on a single sample to assess whether their population mean ranks differ (i.e. it is a paired difference test).
2018年02月01日 14点02分 1
level 13
It can be used as an alternative to the paired Student's t-test, t-test for matched pairs, or the t-test for dependent samples when the population cannot be assumed to be normally distributed.[
2018年02月01日 14点02分 2
level 13
A Wilcoxon signed-rank test is a nonparametric test that can be used to determine whether two dependent samples were selected from populations having the same distribution.
2018年02月01日 14点02分 3
level 13
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).
2018年02月01日 14点02分 4
level 13
Open a single series, select View/Descriptive Statistics & Tests/Simple Hypothesis Tests, and test against a specified median.
2018年02月01日 14点02分 5
level 13
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)".
2018年02月01日 14点02分 6
1