Re: [Gretl-users] How to retrieve the statistic (or pvalue) from difftest
On Wed, 29 Jun 2011, yinung at Gmail wrote:
Is there any way to retrieve "sum of ranks" after executing
"difftest" with
--rank-sum option?
No, but it is easy to calculate.
<hansl>
nulldata 30
series x = normal()
series y = normal()
# for comparison
difftest x y --rank-sum
# calculate rank-sum manually
matrix Z = ({x} ~ 1) | ({y} ~ 0)
Z = msortby(Z, 1) ~ seq(1,rows(Z))'
w1 = sumc(selifr(Z[,3], Z[,2]))
</hansl>
Allin